PortfolioTesteR: Test Investment Strategies with English-Like Code (original) (raw)
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.
| Version: | 0.1.4 |
|---|---|
| Depends: | R (≥ 3.5.0) |
| Imports: | data.table, graphics, stats, TTR, utils, zoo |
| Suggests: | knitr, rmarkdown, testthat (≥ 3.0.0), quantmod, RSQLite, rvest, glmnet, ranger, xgboost, keras, tensorflow |
| Published: | 2025-11-01 |
| DOI: | 10.32614/CRAN.package.PortfolioTesteR |
| Author: | Alberto Pallotta [aut, cre] |
| Maintainer: | Alberto Pallotta |
| BugReports: | https://github.com/AlbertoPallotta/PortfolioTesteR/issues |
| License: | MIT + file |
| URL: | https://github.com/AlbertoPallotta/PortfolioTesteR |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| CRAN checks: | PortfolioTesteR results |
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