sample_prices_weekly

Weekly closing prices for 20 stocks from 2017-2019. Data includes
major stocks from various sectors and is suitable for demonstrating
backtesting and technical analysis functions.

datasets

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

sample_prices_weekly function

A data.table with 158 rows and 21 columns:<dl>
<dt>Date</dt>
<dd>Date object, weekly closing date (typically Friday)</dd><dt>AAPL</dt>
<dd>Apple Inc. adjusted closing price</dd><dt>AMZN</dt>
<dd>Amazon.com Inc. adjusted closing price</dd><dt>BA</dt>
<dd>Boeing Co. adjusted closing price</dd><dt>BAC</dt>
<dd>Bank of America Corp. adjusted closing price</dd><dt>...</dt>
<dd>Additional stock symbols with adjusted closing prices</dd>
</dl>

Format

Sample Weekly Stock Prices — sample_prices_weekly

A data.table with 158 rows and 21 columns:<dl>
<dt>Date</dt>
<dd>Date object, weekly closing date (typically Friday)</dd>

<dt>AAPL</dt>
<dd>Apple Inc. adjusted closing price</dd>

<dt>AMZN</dt>
<dd>Amazon.com Inc. adjusted closing price</dd>

<dt>BA</dt>
<dd>Boeing Co. adjusted closing price</dd>

<dt>BAC</dt>
<dd>Bank of America Corp. adjusted closing price</dd>

<dt>...</dt>
<dd>Additional stock symbols with adjusted closing prices</dd>


</dl>

sample_prices_weekly: Sample Weekly Stock Prices

Description

Usage

Arguments

Format

Examples