Files in PortfolioTesteR
Test Investment Strategies with English-Like Code
MD5
NEWS.md
README.md
NAMESPACE
DESCRIPTION
LICENSE
R/data_utilities.R
R/examples_helpers.R
R/filters.R
R/data.R
R/technical_indicators.R
R/backtesting.R
R/ml.R
R/weighting.R
R/performance_analytics.R
R/data_adapters.R
R/ml_helper.R
R/globals.R
R/PortfolioTesteR-package.R
R/optimization.R
R/cross_sectional.R
R/utils.R
R/risk_analysis.R
R/walk_forward.R
inst/doc/optimization-walkforward.Rmd
inst/doc/getting-started.R
inst/doc/Getting_Started_Advanced.html
inst/doc/optimization-walkforward.R
inst/doc/Getting_Started_Advanced.Rmd
inst/doc/optimization-walkforward.html
inst/doc/getting-started.html
inst/doc/Getting_Started_Advanced.R
inst/doc/getting-started.Rmd
inst/examples/demo_wf_basic.R
inst/examples/vol_target_momentum_top10_eq.R
inst/examples/ml_sequence_quickstart.R
inst/examples/example_moving_average.R
inst/examples/limit_positions_selection_basic.R
inst/examples/ml_tabular_xgb_sector_neutral.R
inst/examples/demo_opt_surfaces.R
inst/examples/demo_wf_full_diagnostics.R
inst/examples/ml_tabular_ensemble.R
inst/examples/ml_sequence_gru_pooled.R
inst/examples/cap_exposure_caps.R
inst/examples/demo_wf_diagnostics.R
inst/examples/demo_opt_heatmap.R
inst/examples/ml_tabular_quickstart.R
inst/examples/example_momentum_basic.R
inst/examples/demo_cci_breakout_biweekly_rank.R
inst/examples/demo_regime_hrp_momentum.R
inst/examples/demo_opt_basic.R
inst/examples/example_multi_factor.R
inst/examples/demo_quality_momentum_inverse_vol.R
inst/examples/example_risk_parity.R
inst/examples/example_rsi_strategy.R
inst/examples/demo_stochrsi_acceleration_riskparity.R
inst/extdata/sp500_sectors.csv
inst/extdata/sp500_sectors.rds
build/vignette.rds
tests/testthat.R
tests/testthat/test-optimization.R
tests/testthat/test-ml.R
tests/testthat/test-walk-forward.R
tests/testthat/test-ml-helpers.R
tests/testthat/test-core-functions.R
vignettes/optimization-walkforward.Rmd
vignettes/Getting_Started_Advanced.Rmd
vignettes/getting-started.Rmd
data/sample_prices_daily.rda
data/sample_prices_weekly.rda
data/sample_sp500_sectors.rda
man/tune_ml_backtest.Rd
man/ml_backtest_multi.Rd
man/calculate_max_div_weights.Rd
man/ml_backtest_seq.Rd
man/summary.backtest_result.Rd
man/weight_by_risk_parity.Rd
man/ml_make_ensemble.Rd
man/wf_sweep_tabular.Rd
man/limit_positions.Rd
man/as_selection.Rd
man/calc_stochastic_d.Rd
man/bucket_returns.Rd
man/analyze_vs_benchmark.Rd
man/calculate_erc_weights.Rd
man/yahoo_adapter.Rd
man/standardize_data_format.Rd
man/plot.param_grid_result.Rd
man/filter_by_percentile.Rd
man/safe_any.Rd
man/run_example.Rd
man/coverage_by_date.Rd
man/combine_weights.Rd
man/convert_to_nweeks.Rd
man/csv_adapter.Rd
man/roll_ic_stats.Rd
man/carry_forward_weights.Rd
man/plot.performance_analysis.Rd
man/calc_sector_relative_indicators.Rd
man/create_regime_buckets.Rd
man/calculate_enhanced_metrics.Rd
man/update_vix_in_db.Rd
man/print.param_grid_result.Rd
man/apply_regime.Rd
man/ensure_dt_copy.Rd
man/weight_equally.Rd
man/calc_momentum.Rd
man/ml_plot_ic_roll.Rd
man/turnover_by_date.Rd
man/print.wf_optimization_result.Rd
man/scores_oos_only.Rd
man/demo_sector_map.Rd
man/weight_by_rank.Rd
man/sample_prices_weekly.Rd
man/analyze_performance.Rd
man/pt_collect_results.Rd
man/metric_sharpe.Rd
man/ml_make_model.Rd
man/filter_top_n.Rd
man/evaluate_scores.Rd
man/filter_below.Rd
man/run_walk_forward.Rd
man/sample_sp500_sectors.Rd
man/invert_signal.Rd
man/print.backtest_result.Rd
man/calculate_drawdown_series.Rd
man/panel_lag.Rd
man/plot.backtest_result.Rd
man/ml_prepare_features.Rd
man/calc_sector_breadth.Rd
man/analyze_drawdowns.Rd
man/ml_ic_series_on_scores.Rd
man/weight_by_hrp.Rd
man/cap_turnover.Rd
man/membership_stability.Rd
man/validate_data_format.Rd
man/calc_cci.Rd
man/weight_by_signal.Rd
man/cv_tune_seq.Rd
man/join_panels.Rd
man/PortfolioTesteR-package.Rd
man/calc_relative_strength_rank.Rd
man/switch_weights.Rd
man/portfolio_returns.Rd
man/sql_adapter.Rd
man/combine_filters.Rd
man/align_to_timeframe.Rd
man/weight_by_regime.Rd
man/calc_rolling_correlation.Rd
man/ml_panel_reduce.Rd
man/dot-wf_make_splits.Rd
man/manual_adapter.Rd
man/wf_stitch.Rd
man/print.performance_analysis.Rd
man/vol_target.Rd
man/calculate_daily_values.Rd
man/calculate_annualized_return.Rd
man/calculate_hrp_weights.Rd
man/load_mixed_symbols.Rd
man/ml_panel_op.Rd
man/roll_fit_predict_seq.Rd
man/filter_threshold.Rd
man/calculate_cluster_variance_optimized.Rd
man/ml_add_interactions.Rd
man/rebalance_calendar.Rd
man/download_sp500_sectors.Rd
man/get_data_frequency.Rd
man/sample_prices_daily.Rd
man/calc_moving_average.Rd
man/run_backtest.Rd
man/validate_performance_inputs.Rd
man/make_labels.Rd
man/apply_weighting_method.Rd
man/ml_make_seq_model.Rd
man/filter_top_n_where.Rd
man/select_top_k_scores.Rd
man/filter_between.Rd
man/ic_series.Rd
man/analyze_by_period.Rd
man/rank_within_sector.Rd
man/validate_group_map.Rd
man/plot.wf_optimization_result.Rd
man/recursive_bisection_optimized.Rd
man/calc_rsi.Rd
man/transform_scores.Rd
man/backtest_metrics.Rd
man/ml_backtest.Rd
man/panel_returns_simple.Rd
man/calc_stochrsi.Rd
man/sql_adapter_adjusted.Rd
man/cap_exposure.Rd
man/safe_divide.Rd
man/validate_no_leakage.Rd
man/weight_by_volatility.Rd
man/filter_rank.Rd
man/calc_distance.Rd
man/select_top_k_scores_by_group.Rd
man/calc_market_breadth.Rd
man/calculate_drawdowns.Rd
man/roll_fit_predict.Rd
man/wf_report.Rd
man/calc_rolling_volatility.Rd
man/perf_metrics.Rd
man/weight_from_scores.Rd
man/list_examples.Rd
man/run_param_grid.Rd
man/filter_above.Rd
man/combine_scores.Rd
