backtest: Exploring portfolio-based conjectures about financial instruments

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

Version: 0.3-1
Depends: R (≥ 2.10), methods, grid, lattice
Published: 2012-07-23
Author: Jeff Enos and David Kane, with contributions from Kyle Campbell, Daniel Gerlanc, Aaron Schwartz, Daniel Suo, Alexei Colin, and Luyi Zhao
Maintainer: Jeff Enos <jeff at kanecap.com>
License: GPL (≥ 2)
NeedsCompilation: no
In views: Finance
CRAN checks: backtest results

Downloads:

Package source: backtest_0.3-1.tar.gz
MacOS X binary: backtest_0.3-1.tgz
Windows binary: backtest_0.3-1.zip
Reference manual: backtest.pdf
Vignettes: Using the backtest package
News/ChangeLog:ChangeLog
Old sources: backtest archive