membership_stability

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

membership_stability function

<dl><dt>mask</dt>
<dd>logical mask panel from selection.</dd></dl>

Arguments

Membership stability across dates — membership_stability

<dl>

<dt>mask</dt>
<dd>logical mask panel from selection.</dd>

</dl>

membership_stability: Membership stability across dates

Description

Usage

Value

Arguments