Portfolio Management with R
Adjust Time Series for Dividends and Splits
Backtesting Investment Strategies
Deutscher Aktienindex (DAX)
Compute Drawdowns
Retrieve or Change Instrument
Validate Security Identification Numbers
Journal
Net-Asset-Value (NAV) Series
Profit and Loss
Plot Time Series During Trading Hours
Internal Functions
Tools for the Management of Financial Portfolios
Aggregate Transactions to Positions
Price Table
Treasury Quotes with 1/32nds of Point
Return Contribution
Rebalance Portfolio
Compute Returns
REXP
Scale Time Series
Up and Down Streaks
Import from package textutils
Analysing Trades: Compute Profit/Loss, Resize and more
Compute Prices for Portfolio Based on Units
Valuation
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/>.
Useful links