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GitHub / dppalomar / portfolioBacktest
Automated Backtesting of Portfolios over Multiple Datasets
JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/dppalomar%2FportfolioBacktest
Stars: 53
Forks: 11
Open Issues: 3
License: gpl-3.0
Language: R
Repo Size: 125 MB
Dependencies:
27
Created: over 5 years ago
Updated: about 1 month ago
Last pushed: about 2 years ago
Last synced: 14 days ago
Topics: backtesting, financial-markets, portfolio
Funding links: https://github.com/sponsors/dppalomar
Files
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Readme
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Dependencies
DESCRIPTION
cran
- R >= 2.10 depends
- PerformanceAnalytics * imports
- R.utils * imports
- digest * imports
- evaluate * imports
- ggplot2 * imports
- parallel * imports
- pbapply * imports
- quadprog * imports
- quantmod * imports
- rlang * imports
- stats * imports
- utils * imports
- xts * imports
- zoo * imports
- CVXR * suggests
- DT * suggests
- R.rsp * suggests
- ggfortify * suggests
- gridExtra * suggests
- knitr * suggests
- prettydoc * suggests
- readtext * suggests
- rmarkdown * suggests
- scales * suggests
- stringi * suggests
- testthat * suggests