Framework for simulating equity portfolio strategies


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Documentation for package ‘portfolioSim’ version 0.2-7

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portfolioSim-package Framework for simulating equity portfolio strategies
Date-class Class "orderable"
getSimData Class "sdiDf"
getSimData-method Class "sdiDf"
getSimTrades Class "stiFromSignal"
getSimTrades-method Class "stiFromSignal"
getSimTrades-method Class "stiPresetTrades"
initialize-method Class "portfolioSim"
initialize-method Class "stiFromSignal"
instantData-class Class "instantData"
loadIn Load data from various formats.
loadIn-method Class "simResult"
loadIn-method Class "simResultSinglePeriod"
orderable-class Class "orderable"
periodData-class Class "periodData"
plot-method Class "simResult"
portfolioSim Framework for simulating equity portfolio strategies
portfolioSim-class Class "portfolioSim"
runSim Class "portfolioSim"
runSim-method Class "portfolioSim"
saveOut Save data in various formats.
saveOut-method Class "instantData"
saveOut-method Class "periodData"
saveOut-method Class "simResult"
saveOut-method Class "simResultSinglePeriod"
sdiDf-class Class "sdiDf"
simData-class Class "simData"
simDataInterface-class Class "simDataInterface"
simResult-class Class "simResult"
simResultSinglePeriod-class Class "simResultSinglePeriod"
simSummaryInterface-class Class "simSummaryInterface"
simSummaryInterfaceOrNull-class Class "simSummaryInterface"
simTrades-class Class "simTrades"
simTradesInterface-class Class "simTradesInterface"
starmine.sim StarMine Rankings, 1995, and supplementary data.
stiFromSignal-class Class "stiFromSignal"
stiPresetTrades-class Class "stiPresetTrades"
summary-method Class "simResult"