Package: PMwR 1.0-1
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/>.
Authors:
PMwR_1.0-1.tar.gz
PMwR_1.0-1.zip(r-4.5)PMwR_1.0-1.zip(r-4.4)PMwR_1.0-1.zip(r-4.3)
PMwR_1.0-1.tgz(r-4.4-any)PMwR_1.0-1.tgz(r-4.3-any)
PMwR_1.0-1.tar.gz(r-4.5-noble)PMwR_1.0-1.tar.gz(r-4.4-noble)
PMwR_1.0-1.tgz(r-4.4-emscripten)PMwR_1.0-1.tgz(r-4.3-emscripten)
PMwR.pdf |PMwR.html✨
PMwR/json (API)
NEWS
| # Install 'PMwR' in R: |
| install.packages('PMwR', repos = c('https://enricoschumann.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://gitlab.com/enricoschumann/pmwr
Last updated 29 days agofrom:0d9303759e. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 26 2024 |
| R-4.5-win | OK | Oct 26 2024 |
| R-4.5-linux | OK | Oct 26 2024 |
| R-4.4-win | OK | Oct 26 2024 |
| R-4.4-mac | OK | Oct 26 2024 |
| R-4.3-win | OK | Oct 26 2024 |
| R-4.3-mac | OK | Oct 26 2024 |
Exports:.pl.pl_stats.returnsas.journalas.NAVseriesbtestclose_on_firstdiv_adjustdrawdownsinstrumentinstrument<-is_valid_ISINis_valid_SEDOLis.journaljournallimitNAVseriesplplot_trading_hoursplotTradingHourspositionpricetableq32quote32rcrebalancereplace_weightreturnsscale_to_unityscale_tradesscale1split_adjustsplit_tradesstreakstw_exposureunit_pricesvaluation
Dependencies:datetimeutilsfastmatchlatticeNMOForgutilstextutilszoo
Computing Returns
Rendered fromComputing_returns.Rnwusingutils::Sweaveon Oct 26 2024.Last update: 2023-09-29
Started: 2017-11-20
Drawdowns and Streaks
Rendered fromDrawdowns_streaks.Rnwusingutils::Sweaveon Oct 26 2024.Last update: 2023-10-19
Started: 2018-08-31
FinTeX
Rendered fromFinTeX.Rnwusingutils::Sweaveon Oct 26 2024.Last update: 2024-05-09
Started: 2017-08-17
Overview of the PMwR package
Rendered fromAn_overview_of_PMwR.Rnwusingutils::Sweaveon Oct 26 2024.Last update: 2024-10-16
Started: 2016-02-19
Profit/Loss for Open Positions
Rendered frompl_open_positions.Rnwusingutils::Sweaveon Oct 26 2024.Last update: 2023-09-29
Started: 2017-11-20
Treasury Quotes with 1/32 Fractions
Rendered fromq32.Rnwusingutils::Sweaveon Oct 26 2024.Last update: 2023-09-29
Started: 2017-11-21
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Tools for the Management of Financial Portfolios | PMwR-package PMwR |
| Adjust Time Series for Dividends and Splits | div_adjust split_adjust |
| Backtesting Investment Strategies | btest |
| Deutscher Aktienindex (DAX) | DAX |
| Compute Drawdowns | drawdowns drawdowns.default drawdowns.zoo |
| Retrieve or Change Instrument | instrument instrument<- |
| Validate Security Identification Numbers | is_valid_ISIN is_valid_SEDOL |
| Journal | aggregate.journal all.equal.journal as.data.frame.journal as.journal as.journal.journal c.journal head.journal is.journal journal journal.default length.journal print.journal sort.journal split.journal subset.journal summary.journal tail.journal [.journal [<-.journal |
| Net-Asset-Value (NAV) Series | as.NAVseries NAVseries plot.NAVseries print.NAVseries summary.NAVseries window.NAVseries |
| Profit and Loss | .pl .pl_stats as.data.frame.pl pl pl.data.frame pl.default pl.journal pl.pl print.pl |
| Plot Time Series During Trading Hours | plotTradingHours plot_trading_hours |
| Aggregate Transactions to Positions | as.matrix.position position position.default position.journal print.position |
| Price Table | pricetable [.pricetable |
| Treasury Quotes with 1/32nds of Point | q32 quote32 |
| Return Contribution | rc |
| Rebalance Portfolio | print.rebalance rebalance replace_weight |
| Compute Returns | .returns print.p_returns p_returns returns returns.default returns.zoo toHTML.p_returns toLatex.p_returns |
| REXP | REXP |
| Scale Time Series | scale1 scale1.default scale1.zoo |
| Up and Down Streaks | streaks streaks.default streaks.NAVseries streaks.zoo |
| Import from package 'textutils' | toHTML |
| Analysing Trades: Compute Profit/Loss, Resize and more | close_on_first limit scale_to_unity scale_trades split_trades tw_exposure |
| Compute Prices for Portfolio Based on Units | unit_prices |
| Valuation | valuation valuation.journal valuation.position |
