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.

Documentation

Manual: backtestGraphics.pdf
Vignette: backtestGraphics

Maintainer: Miller Zijie Zhu <zijie.miller.zhu at gmail.com>

Author(s): as.person(c( "David Kane <dave.kane at gmail.com>*", "Ziqi Lu <ziqi.lu at williams.edu>*", "Fan Zhang <fan.zhang at williams.edu>*", "Miller Zijie Zhu <zijie.miller.zhu at gmail.com>*" ))

Install package and any missing dependencies by running this line in your R console:

install.packages("backtestGraphics")

Depends R (>= 2.10)
Imports dygraphs, dplyr, scales, xts, shiny
Suggests testthat
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Package backtestGraphics
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Version 0.1.6
Published 2015-10-21
License GPL-3
BugReports
SystemRequirements
NeedsCompilation no
Citation
CRAN checks backtestGraphics check results
Package source backtestGraphics_0.1.6.tar.gz