No packages match
PortfolioTesteR - Test Investment Strategies with English-Like 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.
Last updated
asset-allocationbacktestingmachine-learningportfolio-constructionportfolio-managementportfolio-optimizationquantitative-financetime-serieswalk-forward
6.20 score 4 stars 66 scripts 264 downloads