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: 0.3-2
Depends: R (≥ 2.10), methods, grid, lattice
Published: 2013-07-09
Author: Jeff Enos and David Kane, with contributions from Kyle Campbell, Daniel Gerlanc, Aaron Schwartz, Daniel Suo, Alexei Colin, and Luyi Zhao
Maintainer: Daniel Gerlanc <dgerlanc at enplusadvisors.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: README ChangeLog
In views: Finance
CRAN checks: backtest results

Downloads:

Reference manual: backtest.pdf
Vignettes: Using the backtest package
Package source: backtest_0.3-2.tar.gz
OS X binary: backtest_0.3-2.tgz
Windows binary: backtest_0.3-2.zip
Old sources: backtest archive