ic_series

Information Coefficient time series

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

ic_series function

<dl><dt>scores</dt>
<dd>Wide score panel (Date + symbols).</dd>
<dt>labels</dt>
<dd>Wide label panel aligned to scores.</dd>
<dt>method</dt>
<dd>IC method ('spearman' or 'pearson').</dd></dl>

Arguments

Information Coefficient time series — ic_series

<dl>

<dt>scores</dt>
<dd>Wide score panel (Date + symbols).</dd>


<dt>labels</dt>
<dd>Wide label panel aligned to scores.</dd>


<dt>method</dt>
<dd>IC method ('spearman' or 'pearson').</dd>

</dl>

ic_series: Information Coefficient time series

Description

Usage

Value

Arguments