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backtestGraphics  

Interactive Graphics for Portfolio Data
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("backtestGraphics", "0.1.7")



Attach the package and use:
library("backtestGraphics")
Maintained by
Yanrong Song
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-08-11
Latest Update: 2024-12-20
Description:
Creates an interactive graphics interface to visualize backtest results of different financial instruments, such as equities, futures, and credit default swaps. The package does not run backtests on the given data set but displays a graphical explanation of the backtest results. Users can look at backtest graphics for different instruments, investment strategies, and portfolios. Summary statistics of different portfolio holdings are shown in the left panel, and interactive plots of profit and loss (P\&L), net market value (NMV) and gross market value (GMV) are displayed in the right panel.
How to cite:
Yanrong Song (2015). backtestGraphics: Interactive Graphics for Portfolio Data. R package version 0.1.7, https://cran.r-project.org/web/packages/backtestGraphics. Accessed 26 Dec. 2024.
Previous versions and publish date:
0.1-3 (2015-08-11 08:22), 0.1.4 (2015-08-12 22:59), 0.1.5 (2015-08-13 20:14), 0.1.6 (2015-10-21 10:01)
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Complete documentation for backtestGraphics
Functions, R codes and Examples using the backtestGraphics R package
Full backtestGraphics package functions and examples
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