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Tools for the practical management of financial portfolios: backtesting investment and trading strategies, computing profit/loss and returns, analysing trades, handling lists of transactions, reporting, and more. The package provides a small set of reliable, efficient and convenient tools for processing and analysing trade/portfolio data. The manual provides all the details; it is available from <https://enricoschumann.net/R/packages/PMwR/manual/PMwR.html>. Examples and descriptions of new features are provided at <https://enricoschumann.net/notes/PMwR/>.
Version: | 1.0-1 |
Depends: | R (≥ 3.5) |
Imports: | NMOF, datetimeutils, fastmatch, orgutils, parallel, textutils, utils, zoo |
Suggests: | crayon, rbenchmark, tinytest |
Published: | 2024-10-19 |
DOI: | 10.32614/CRAN.package.PMwR |
Author: | Enrico Schumann [aut, cre] |
Maintainer: | Enrico Schumann <es at enricoschumann.net> |
License: | GPL-3 |
URL: | https://enricoschumann.net/PMwR/ , https://git.sr.ht/~enricoschumann/PMwR , https://gitlab.com/enricoschumann/PMwR , https://github.com/enricoschumann/PMwR |
NeedsCompilation: | no |
Citation: | PMwR citation info |
Materials: | README NEWS |
CRAN checks: | PMwR results |
Reference manual: | PMwR.pdf |
Vignettes: |
Overview of the PMwR package (source, R code) Computing Returns (source, R code) Drawdowns and Streaks (source, R code) FinTeX (source, R code) Profit/Loss for Open Positions (source, R code) Treasury Quotes with 1/32 Fractions (source, R code) |
Package source: | PMwR_1.0-1.tar.gz |
Windows binaries: | r-devel: PMwR_1.0-1.zip, r-release: PMwR_1.0-1.zip, r-oldrel: PMwR_1.0-1.zip |
macOS binaries: | r-release (arm64): PMwR_1.0-1.tgz, r-oldrel (arm64): PMwR_1.0-1.tgz, r-release (x86_64): PMwR_1.0-1.tgz, r-oldrel (x86_64): PMwR_1.0-1.tgz |
Old sources: | PMwR archive |
Reverse suggests: | NMOF |
Please use the canonical form https://CRAN.R-project.org/package=PMwR to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.