filter_above

Convenience function to select stocks with signal above a value.

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

filter_above function

<dl><dt>signal_df</dt>
<dd>Data frame with signal values</dd>
<dt>value</dt>
<dd>Threshold value</dd></dl>

Arguments

Filter Stocks Above Threshold — filter_above

<dl>

<dt>signal_df</dt>
<dd>Data frame with signal values</dd>


<dt>value</dt>
<dd>Threshold value</dd>

</dl>

filter_above: Filter Stocks Above Threshold

Description

Usage

Value

Arguments

Examples