PMwR: Portfolio Management with R

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.

Version: 0.12-0
Depends: R (≥ 2.10)
Imports: NMOF, datetimeutils, fastmatch, orgutils, parallel, textutils, utils, zoo
Suggests: RUnit, crayon, rbenchmark
Published: 2019-08-26
Author: Enrico Schumann ORCID iD [aut, cre]
Maintainer: Enrico Schumann <es at>
License: GPL-3
NeedsCompilation: no
Citation: PMwR citation info
Materials: NEWS ChangeLog
CRAN checks: PMwR results


Reference manual: PMwR.pdf
Vignettes: Overview of the PMwR package
Computing Returns
Drawdowns and Streaks
Profit/Loss for Open Positions
Treasury Quotes with 1/32 Fractions
Package source: PMwR_0.12-0.tar.gz
Windows binaries: r-devel:, r-devel-gcc8:, r-release:, r-oldrel:
OS X binaries: r-release: PMwR_0.12-0.tgz, r-oldrel: PMwR_0.12-0.tgz
Old sources: PMwR archive

Reverse dependencies:

Reverse suggests: NMOF


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