R: Automated Backtesting of Portfolios over Multiple Datasets

# Automated Backtesting of Portfolios over Multiple Datasets

## Documentation for package ‘portfolioBacktest’ version 0.4.2

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## Help Pages

portfolioBacktest-package | portfolioBacktest: Automated Backtesting of Portfolios over Multiple Datasets
add_performance | Add a new performance measure to backtests
backtestBoxPlot | Create boxplot from backtest results
backtestChartCumReturn | Chart of the cumulative returns or wealth for a single backtest
backtestChartDrawdown | Chart of the drawdown for a single backtest
backtestChartSharpeRatio | Chart of the rolling Sharpe ratio over time for a single backtest
backtestChartStackedBar | Chart of the weight allocation over time for a portfolio over a single backtest
backtestLeaderboard | Leaderboard of portfolios from the backtest results
backtestSelector | Selector of portfolio backtest results
backtestSummary | Summary of portfolio backtest
backtestTable | Table with portfolio backtest results
dataset10 | Ten datasets obtained by resampling the S&P 500
financialDataResample | Generate random resamples from financial data
genRandomFuns | Generate multiple versions of a function with randomly chosen parameters
listPortfoliosWithFailures | List portfolios with failures
plotPerformanceVsParams | Plot performance of portfolio function vs choice of parameters
portfolioBacktest | Backtest multiple portfolios over multiple datasets of stock prices in a rolling-window basis
SP500_symbols | Stock symbols of the S&P 500 constituents
stockDataDownload | Download stock data from the Internet
stockDataResample | Generate random resamples from financial data
summaryBarPlot | Create barplot from backtest summary
summaryTable | Create table from backtest summary