c(
person("Michel", "Lang", NULL, "michellang@gmail.com",
role = c("cre", "aut"), comment = c(ORCID = "0000-0001-9754-0393")),
person("R Core Team", role = "aut"))
Functions introduced or changed since R v3.0.0 are re-implemented in this
package. The backports are conditionally exported in order to let R resolve
the function name to either the implemented backport, or the respective base
version, if available. Package developers can make use of new functions or
arguments by selectively importing specific backports to
support older installations.
Michel Lang [cre, aut] (<https://orcid.org/0000-0001-9754-0393>),
R Core Team [aut]

c(person("Michel", "Lang", NULL, "michellang@gmail.com",
role = c("cre", "aut"), comment = c(ORCID = "0000-0001-9754-0393")))

Exploring portfolio-based hypotheses about financial instruments
Kyle Campbell <kyle.w.campbell@williams.edu>, Jeff Enos <jeff@kanecap.com>, Daniel Gerlanc <daniel@gerlanc.com>, and David Kane <dave@kanecap.com>
The backtest package provides facilities for exploring portfolio-based hypotheses about financial instruments (stocks, bonds, swaps, options, et cetera).

Exploring portfolio-based conjectures about financial instruments
The backtest package provides facilities for exploring portfolio-based conjectures about financial instruments (stocks, bonds, swaps, options, et cetera).

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>, and Daniel Suo <danielsuo@gmail.com>

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>

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).