Package: backtest
Type: Package
Title: Exploring portfolio-based conjectures about financial
        instruments
Version: 0.3-1
Date: 2010-02-18
Author: 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>
Description: The backtest package provides facilities for exploring
        portfolio-based conjectures about financial instruments
        (stocks, bonds, swaps, options, et cetera).
Maintainer: Jeff Enos <jeff@kanecap.com>
Depends: R (>= 2.3.0), methods, grid, lattice
License: GPL (>= 2)
LazyLoad: yes
Packaged: 2010-02-18 18:03:19 UTC; enos
Repository: CRAN
Date/Publication: 2010-02-19 06:48:58
Built: R 2.13.2; ; 2012-02-25 02:16:41 UTC; windows
