backtest: Exploring Portfolio-Based Conjectures About Financial Instruments

The backtest package provides facilities for exploring portfolio-based conjectures about financial instruments (stocks, bonds, swaps, options, et cetera).

Version: 0.3-4
Depends: R (≥ 2.10), methods, grid, lattice
Published: 2015-09-17
DOI: 10.32614/CRAN.package.backtest
Author: Jeff Enos and David Kane, with contributions from Kyle Campbell, Daniel Gerlanc, Aaron Schwartz, Daniel Suo, Alexei Colin, and Luyi Zhao
Maintainer: Daniel Gerlanc <dgerlanc at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: README ChangeLog
In views: Finance
CRAN checks: backtest results


Reference manual: backtest.pdf
Vignettes: Using the backtest package


Package source: backtest_0.3-4.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): backtest_0.3-4.tgz, r-oldrel (arm64): backtest_0.3-4.tgz, r-release (x86_64): backtest_0.3-4.tgz, r-oldrel (x86_64): backtest_0.3-4.tgz
Old sources: backtest archive


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