PortfolioTesteR-package: PortfolioTesteR: Test Investment Strategies with English-Like...

PortfolioTesteR-packageR Documentation

PortfolioTesteR: Test Investment Strategies with English-Like Code

Description

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.

Author(s)

Maintainer: Alberto Pallotta pallottaalberto@gmail.com

See Also

Useful links:


PortfolioTesteR documentation built on Nov. 5, 2025, 5:23 p.m.