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PMwR: Portfolio Management with R

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 ORCID iD [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

Documentation:

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)

Downloads:

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 dependencies:

Reverse suggests: NMOF

Linking:

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.