filter_threshold

Selects stocks above or below a threshold 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_threshold function

<dl><dt>signal_df</dt>
<dd>Data frame with signal values</dd>
<dt>value</dt>
<dd>Threshold value</dd>
<dt>type</dt>
<dd>"above" or "below"</dd></dl>

Arguments

Filter by Threshold Value — filter_threshold

<dl>

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


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


<dt>type</dt>
<dd>"above" or "below"</dd>

</dl>

filter_threshold: Filter by Threshold Value

Description

Usage

Value

Arguments

Examples