carry_forward_weights

Carry-forward weights between rebalances (validation helper)

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.

Alberto Pallotta

PortfolioTesteR

Test Investment Strategies with English-Like Code

carry_forward_weights function

<dl><dt>weights</dt>
<dd>Wide weight panel (Date + symbols) with weights only on rebalance rows.</dd></dl>

Arguments

Carry-forward weights between rebalances (validation helper) — carry_forward_weights

<dl>

<dt>weights</dt>
<dd>Wide weight panel (Date + symbols) with weights only on rebalance rows.</dd>

</dl>

carry_forward_weights: Carry-forward weights between rebalances (validation helper)

Description

Usage

Value

Arguments