netPerformance

Displays plot of rebased portfolio performance and summary 
 statistics.

models

backtest-performance

A collection of functions to optimize portfolios and to analyze them from different points of view.

Stefan Theussl

fPortfolio

Rmetrics - Portfolio Selection and Optimization

Diethelm Wuertz

Tobias Setz

Yohan Chalabi

William Chen

backtest-performance function

<dl>
 <dt>object</dt>
<dd>a list, returned from running the function <code>portfolioSmoothing</code>.</dd> <dt>format</dt>
<dd>a character string of the date format used</dd> 
</dl>

Arguments

Displays plot of rebased portfolio performance and summary 
 statistics.

Portfolio backtesting net performance — backtest-performance

<dl>


 <dt>object</dt>
<dd>a list, returned from running the function <code>portfolioSmoothing</code>.</dd>

 <dt>format</dt>
<dd>a character string of the date format used</dd>

 
</dl>

backtest-performance: Portfolio backtesting net performance

Description

Usage

Value

Arguments

References