metric_sharpe

Calculate Sharpe Ratio with Frequency Detection

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

metric_sharpe function

<dl><dt>bt</dt>
<dd>Backtest result object with $returns and (optionally) $dates</dd></dl>

Arguments

Calculate Sharpe Ratio with Frequency Detection — metric_sharpe

<dl>

<dt>bt</dt>
<dd>Backtest result object with $returns and (optionally) $dates</dd>

</dl>

metric_sharpe: Calculate Sharpe Ratio with Frequency Detection

Description

Usage

Value

Arguments