NOTE FROM RYAN: A modified version of the original package. Specifially, this version notifies the user through console whenever a function is called, as well as what head(parameters) were passed to it. Should make some level of deciphering easier.
David Kane, dave.kane at gmail.com
Ziqi Lu, ziqi.lu at williams.edu
Fan Zhang, fan.zhang at williams.edu
Miller Zijie Zhu, zijie.zhu at williams.edu
backtestGraphics package creates an interactive graphical interface to visualize backtest results
for different financial instruments, including but not limited to equities, futures, and credit default swaps. The package does
not run backtests, but instead displays the backtest results graphically. Available summary statistics include average gross market value, cumulative profit and loss, sharpe ratio, top three drawdowns, etc. Available plots include cumulative and point-in -time profit and loss, and gross and net market value, etc. backtestGraphics also support backtest results with different strategies, substrategies, and overlapping portfolios, if the necessary columns are provided.
If you want to play with backtestGraphics, please visit here!
Miller Zijie Zhu, zijie.zhu at williams.edu