[R-pkgs] PMwR 1.0 (Portfolio Management with R)
Enrico Schumann
e@ @end|ng |rom enr|co@chum@nn@net
Sun Oct 20 18:25:58 CEST 2024
Dear all,
version 1.0-1 of package PMwR is on CRAN now.
PMwR stands for 'Portfolio Management with R', and the
package provides 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 manual [1] provides all the details; a tutorial on
backtesting with the package is available on SSRN [2].
Comments/corrections/remarks/suggestions are very welcome;
please send them to the maintainer (me) directly.
Kind regards
Enrico
[1] https://enricoschumann.net/R/packages/PMwR/manual/PMwR.html
[2] https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3374195
--
Enrico Schumann
Lucerne, Switzerland
https://enricoschumann.net
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