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backtest  

Exploring Portfolio-Based Conjectures About Financial Instruments
View on CRAN: Click here


Download and install backtest package within the R console
Install from CRAN:
install.packages("backtest")

Install from Github:
library("remotes")
install_github("cran/backtest")

Install by package version:
library("remotes")
install_version("backtest", "0.3-4")



Attach the package and use:
library("backtest")
Maintained by
Daniel Gerlanc
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2006-08-03
Latest Update: 2015-09-17
Description:
The backtest package provides facilities for exploring portfolio-based conjectures about financial instruments (stocks, bonds, swaps, options, et cetera).
How to cite:
Daniel Gerlanc (2006). backtest: Exploring Portfolio-Based Conjectures About Financial Instruments. R package version 0.3-4, https://cran.r-project.org/web/packages/backtest. Accessed 12 Oct. 2026.
Previous versions and publish date:
(2026-07-09 07:20), 0.1-0 (2006-08-03 12:31), 0.1-1 (2006-10-02 10:11), 0.1-2 (2007-04-13 16:36), 0.2-0 (2007-07-07 20:46), 0.2-1 (2007-10-02 18:39), 0.2-2 (2008-04-21 08:38), 0.3-0 (2008-11-02 19:56), 0.3-1 (2012-07-23 10:35), 0.3-2 (2013-07-09 21:20)
Other packages that cited backtest R package
View backtest citation profile
Other R packages that backtest depends, imports, suggests or enhances
Complete documentation for backtest
Functions, R codes and Examples using the backtest R package
Some associated functions: backtest-class . backtest-package . backtest . starmine . 
Some associated R codes: AllGenerics.R . backtest.R . backtest.compute.R . backtest.function.R . bt.mean.R . bt.sharpe.R . bt.spread.R . bucketize.R . calc.turnover.R . categorize.R . overlaps.compute.R .  Full backtest package functions and examples
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