PMwR: Portfolio Management with R

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 package provides a small set of reliable, efficient and convenient tools for processing and analysing trade/portfolio data. The manual provides all the details; it is available from <https://enricoschumann.net/R/packages/PMwR/manual/PMwR.html>. Examples and descriptions of new features are provided at <https://enricoschumann.net/notes/PMwR/>.

Version:	1.0-1
Depends:	R (≥ 3.5)
Imports:	NMOF, datetimeutils, fastmatch, orgutils, parallel, textutils, utils, zoo
Suggests:	crayon, rbenchmark, tinytest
Published:	2024-10-19
DOI:	10.32614/CRAN.package.PMwR
Author:	Enrico Schumann [aut, cre]
Maintainer:	Enrico Schumann <es at enricoschumann.net>
License:	GPL-3
URL:	https://enricoschumann.net/PMwR/ , https://git.sr.ht/~enricoschumann/PMwR , https://gitlab.com/enricoschumann/PMwR , https://github.com/enricoschumann/PMwR
NeedsCompilation:	no
Citation:	PMwR citation info
Materials:	README NEWS
CRAN checks:	PMwR results

Documentation:

Reference manual:	PMwR.pdf
Vignettes:	Overview of the PMwR package (source, R code) Computing Returns (source, R code) Drawdowns and Streaks (source, R code) FinTeX (source, R code) Profit/Loss for Open Positions (source, R code) Treasury Quotes with 1/32 Fractions (source, R code)

Downloads:

Package source:	PMwR_1.0-1.tar.gz
Windows binaries:	r-devel: PMwR_1.0-1.zip, r-release: PMwR_1.0-1.zip, r-oldrel: PMwR_1.0-1.zip
macOS binaries:	r-release (arm64): PMwR_1.0-1.tgz, r-oldrel (arm64): PMwR_1.0-1.tgz, r-release (x86_64): PMwR_1.0-1.tgz, r-oldrel (x86_64): PMwR_1.0-1.tgz
Old sources:	PMwR archive

Reverse dependencies:

Reverse suggests:

NMOF

Linking:

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