ml_panel_op

Applies an elementwise binary operator to two date-aligned wide panels
(first column <code>Date</code>, other columns are symbols), preserving the <code>Date</code>
column and a consistent symbol set. Supports intersection or union of
column sets; missing entries introduced by <code>how="union"</code> are filled.

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_panel_op function

<dl><dt>A, B</dt>
<dd>Data frames with a <code>Date</code> column and one column per symbol.</dd>
<dt>op</dt>
<dd>Binary function to apply elementwise (e.g., <code>*</code>, <code>/</code>, <code>+</code>).</dd>
<dt>how</dt>
<dd>Character; <code>"intersect"</code> (default) or <code>"union"</code> for the set
of symbol columns to operate on.</dd>
<dt>fill</dt>
<dd>Numeric; value used to fill gaps when <code>how="union"</code>.</dd></dl>

Arguments

Panel-safe binary operation on aligned wide panels — ml_panel_op

<dl>

<dt>A, B</dt>
<dd>Data frames with a <code>Date</code> column and one column per symbol.</dd>


<dt>op</dt>
<dd>Binary function to apply elementwise (e.g., <code>*</code>, <code>/</code>, <code>+</code>).</dd>


<dt>how</dt>
<dd>Character; <code>"intersect"</code> (default) or <code>"union"</code> for the set
of symbol columns to operate on.</dd>


<dt>fill</dt>
<dd>Numeric; value used to fill gaps when <code>how="union"</code>.</dd>

</dl>

ml_panel_op: Panel-safe binary operation on aligned wide panels

Description

Usage

Value

Arguments

Examples