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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.
Package details |
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| Author | Alberto Pallotta [aut, cre] |
| Maintainer | Alberto Pallotta <pallottaalberto@gmail.com> |
| License | MIT + file LICENSE |
| Version | 0.1.4 |
| URL | https://github.com/AlbertoPallotta/PortfolioTesteR |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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