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PMwR (version 0.11-0)

Portfolio Management with R

Description

Functions and examples for 'Portfolio Management with R': backtesting investment and trading strategies, computing profit/loss and returns, analysing trades, handling lists of transactions, reporting, and more.

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Version

Install

install.packages('PMwR')

Monthly Downloads

272

Version

0.11-0

License

GPL-3

Maintainer

Enrico Schumann

Last Published

April 1st, 2019

Functions in PMwR (0.11-0)

rebalance

Rebalance Portfolio
position

Aggregate Transactions to Positions
Trade-Analysis

Analysing Trades: Compute Profit/Loss, Resize and more
pl

Profit and Loss
unit_prices

Compute Prices for Portfolio Based on Units
valuation

Valuation
plot_trading_hours

Plot Time Series During Trading Hours
pricetable

Price Table
quote32

Treasury Quotes with 1/32nds of Point
btest

Backtesting Investment Strategies
drawdowns

Compute Drawdowns
NAVseries

Net-Asset-Value (NAV) Series
streaks

Up and Down Streaks
scale1

Scale Time Series
returns

Compute Returns
toHTML

Import from package textutils
PMwR-internal

Internal Functions
PMwR-package

Tools for the Management of Financial Portfolios
rc

Return Contribution
DAX

Deutscher Aktienindex (DAX)
instrument

Retrieve or Change Instrument
is_valid_ISIN

Validate International Securities Identification Numbers (ISINs)
journal

Journal
REXP

REXP
Adjust-Series

Adjust Time Series for Dividends and Splits