PMwR: Portfolio Management with R

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 <>. Examples and descriptions of new features are provided at <>.

Version: 0.19-5
Depends: R (≥ 3.5)
Imports: NMOF, datetimeutils, fastmatch, orgutils, parallel, textutils, utils, zoo
Suggests: crayon, rbenchmark, tinytest
Published: 2024-07-21
DOI: 10.32614/CRAN.package.PMwR
Author: Enrico Schumann ORCID iD [aut, cre]
Maintainer: Enrico Schumann <es at>
License: GPL-3
URL: , , ,
NeedsCompilation: no
Citation: PMwR citation info
Materials: README NEWS
CRAN checks: PMwR results


Reference manual: PMwR.pdf
Vignettes: Overview of the PMwR package
Computing Returns
Drawdowns and Streaks
Profit/Loss for Open Positions
Treasury Quotes with 1/32 Fractions


Package source: PMwR_0.19-5.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): PMwR_0.19-5.tgz, r-oldrel (arm64): PMwR_0.19-5.tgz, r-release (x86_64): PMwR_0.19-5.tgz, r-oldrel (x86_64): PMwR_0.19-5.tgz
Old sources: PMwR archive

Reverse dependencies:

Reverse suggests: NMOF


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