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portfolioBacktest - MaRDI portal

portfolioBacktest (Q110761)

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Automated Backtesting of Portfolios over Multiple Datasets
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English
portfolioBacktest
Automated Backtesting of Portfolios over Multiple Datasets

    Statements

    instance of
    R package
    0 references
    last update
    22 April 2022
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    software version identifier
    0.4.1
    publication date
    22 April 2022
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    author
    Daniel P. Palomar
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    Rui Zhou
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    imports
    evaluate
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    ggplot2
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    parallel
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    stats
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    utils
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    digest
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    pbapply
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    PerformanceAnalytics
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    quadprog
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    quantmod
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    R.utils
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    rlang
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    xts
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    zoo
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    programmed in
    R
    0 references
    depends on software
    R
    0 references

    Identifiers

     
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