panel_lag

Given a wide panel with a <code>Date</code> column followed by symbol columns, returns
the same shape with each symbol column lagged by <code>k</code> periods. The <code>Date</code>
column is preserved; leading values introduced by the lag are <code>NA_real_</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

panel_lag function

<dl><dt>df</dt>
<dd>data.frame or data.table with columns <code>Date</code> then symbols.</dd>
<dt>k</dt>
<dd>Integer lag (&gt;= 1).</dd></dl>

Arguments

Lag each symbol column by k steps — panel_lag

<dl>

<dt>df</dt>
<dd>data.frame or data.table with columns <code>Date</code> then symbols.</dd>


<dt>k</dt>
<dd>Integer lag (&gt;= 1).</dd>

</dl>

panel_lag: Lag each symbol column by k steps

Description

Usage

Value

Arguments

Examples