print.wf_optimization_result

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

print.wf_optimization_result function

<dl><dt>x</dt>
<dd>A <code>wf_optimization_result</code> object returned by <code>run_walk_forward()</code>.</dd>
<dt>...</dt>
<dd>Additional arguments passed to methods (ignored).</dd></dl>

Arguments

Print a wf_optimization_result — print.wf_optimization_result

<dl>

<dt>x</dt>
<dd>A <code>wf_optimization_result</code> object returned by <code>run_walk_forward()</code>.</dd>


<dt>...</dt>
<dd>Additional arguments passed to methods (ignored).</dd>

</dl>

print.wf_optimization_result: Print a wf_optimization_result

Description

Usage

Value

Arguments