Automated Backtesting of Portfolios over Multiple Datasets

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Documentation for package ‘portfolioBacktest’ version 0.4.1

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

portfolioBacktest-package	portfolioBacktest: Automated Backtesting of Portfolios over Multiple Datasets
add_performance	Add a new performance measure to backtests
backtestBoxPlot	Create boxplot from backtest results
backtestChartCumReturn	Chart of the cumulative returns or wealth for a single backtest
backtestChartDrawdown	Chart of the drawdown for a single backtest
backtestChartSharpeRatio	Chart of the rolling Sharpe ratio over time for a single backtest
backtestChartStackedBar	Chart of the weight allocation over time for a portfolio over a single backtest
backtestLeaderboard	Leaderboard of portfolios from the backtest results
backtestSelector	Selector of portfolio backtest results
backtestSummary	Summary of portfolio backtest
backtestTable	Table with portfolio backtest results
dataset10	Ten datasets obtained by resampling the S&P 500
financialDataResample	Generate random resamples from financial data
genRandomFuns	Generate multiple versions of a function with randomly chosen parameters
listPortfoliosWithFailures	List portfolios with failures
plotPerformanceVsParams	Plot performance of portfolio function vs choice of parameters
portfolioBacktest	Backtest multiple portfolios over multiple datasets of stock prices in a rolling-window basis
SP500_symbols	Stock symbols of the S&P 500 constituents
stockDataDownload	Download stock data from the Internet
stockDataResample	Generate random resamples from financial data
summaryBarPlot	Create barplot from backtest summary
summaryTable	Create table from backtest summary