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 |