PortfolioTesteR
From MaRDI portal
Description
Design, backtest, and analyze portfolio strategies using simple, English-like function chains. Includes technical indicators, flexible stock selection, portfolio construction methods (equal weighting, signal weighting, inverse volatility, hierarchical risk parity), and a compact backtesting engine for portfolio returns, drawdowns, and summary metrics.
This page was built for software: PortfolioTesteR
