rebalance_calendar

Rebalance calendar (rows with non-zero allocation)

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

rebalance_calendar function

<dl><dt>weights</dt>
<dd>Wide weight panel (Date + symbols).</dd></dl>

Arguments

Rebalance calendar (rows with non-zero allocation) — rebalance_calendar

<dl>

<dt>weights</dt>
<dd>Wide weight panel (Date + symbols).</dd>

</dl>

rebalance_calendar: Rebalance calendar (rows with non-zero allocation)

Description

Usage

Value

Arguments