backtest-package {backtest}R Documentation

Exploring portfolio-based conjectures about financial instruments

Description

The backtest package provides facilities for exploring portfolio-based conjectures about financial instruments (stocks, bonds, swaps, options, et cetera).

Details

Package: backtest
Type: Package
Version: 0.3-1
Date: 2010-02-18
Depends: R (>= 2.3.0), methods, grid, lattice
License: GPL (>= 2)
LazyLoad: yes

Index:

backtest                Creating an Object of Class Backtest
backtest-class          Class "backtest"
starmine                StarMine Rankings, 1995

Further information is available in the following vignettes:

backtest Using the backtest package (source, pdf)

Author(s)

Jeff Enos <jeff@kanecap.com> and David Kane <dave@kanecap.com>, with contributions from Kyle Campbell <kyle.w.campbell@williams.edu>, Daniel Gerlanc <daniel@gerlanc.com>, Aaron Schwartz <Aaron.J.Schwartz@williams.edu>, and Daniel Suo <danielsuo@gmail.com>

Maintainer: Jeff Enos <jeff@kanecap.com>


[Package backtest version 0.3-4 Index]