ml_add_interactions

Builds new panels from existing ones via elementwise operations.
Specification accepts either a shorthand <code>list(new = c("A","B"))</code> (defaults to product),
or a structured form <code>list(new = list(panels=c("A","B","C"), op=</code>/<code>, how="intersect", fill=NA))</code>.

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

ml_add_interactions function

<dl><dt>features</dt>
<dd>List of existing panels (wide data frames with <code>Date</code>).</dd>
<dt>interactions</dt>
<dd>Named list describing interactions to add.</dd></dl>

Arguments

Add interaction panels to a feature list — ml_add_interactions

<dl>

<dt>features</dt>
<dd>List of existing panels (wide data frames with <code>Date</code>).</dd>


<dt>interactions</dt>
<dd>Named list describing interactions to add.</dd>

</dl>

ml_add_interactions: Add interaction panels to a feature list

Description

Usage

Value

Arguments

Examples