DESCRIPTION

Package: backtest
Type: Package
Title: Exploring portfolio-based conjectures about financial
        instruments
Version: 0.3-2
Date: 2013-07-08
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>,
        Luyi Zhao <luyizhao@gmail.com>,
        and Zijie Zhu <zijie.zhu@williams.edu>
Description: The backtest package provides facilities for exploring
        portfolio-based conjectures about financial instruments
        (stocks, bonds, swaps, options, et cetera).
Maintainer: Daniel Gerlanc <dgerlanc@enplusadvisors.com>
Depends: R (>= 3.0.2)
Imports:
    methods,
    grid,
    lattice,
    testthat,
    dplyr
License: GPL (>= 2)
LazyLoad: yes