Exploring portfolio-based conjectures about financial
instruments
Jeff Enos <jeff@kanecap.com> and David Kane <dave@kanecap.com>,
with contributions from Kyle Campbell
<kyle.w.campbell@williams.edu>, Daniel Gerlanc
<daniel@gerlanc.com>, Aaron Schwartz
<Aaron.J.Schwartz@williams.edu>, Daniel Suo
<danielsuo@gmail.com>, Alexei Colin <acolin@fas.harvard.edu>,
and Luyi Zhao <luyizhao@gmail.com>
The backtest package provides facilities for exploring
portfolio-based conjectures about financial instruments
(stocks, bonds, swaps, options, et cetera).