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PortfolioTesteR (version 0.1.4)

PortfolioTesteR-package: PortfolioTesteR: Test Investment Strategies with English-Like Code

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.

Arguments

Author

Maintainer: Alberto Pallotta pallottaalberto@gmail.com

See Also