backtestGraphics: Interactive Graphics for Portfolio Data
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.
Version: |
0.1.7 |
Depends: |
R (≥ 3.5.0) |
Imports: |
dygraphs, dplyr, scales, xts, shiny |
Suggests: |
testthat |
Published: |
2024-12-20 |
DOI: |
10.32614/CRAN.package.backtestGraphics |
Author: |
Yanrong Song [aut, cre],
Zijie Zhu [aut],
David Kane [aut],
Ziqi Lu [aut],
Karan Tibrewal [aut],
Fan Zhang [aut] |
Maintainer: |
Yanrong Song <yrsong129 at gmail.com> |
License: |
GPL-3 |
NeedsCompilation: |
no |
Materials: |
README |
CRAN checks: |
backtestGraphics results |
Documentation:
Downloads:
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