portfolioBacktest
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20 hours ago •
dppalomar
dppalomar
Automated Backtesting of Portfolios over Multiple Datasets
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portfolioBacktest issues
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Hi Team, Using the function "backtestSummary", Could you advise if the annual return accounts whether daily or weekly or monthly data is used? There is no visibility of how it...
In the current package version, one can specify every how many days the portfolio needs to be rebalanced/reoptimized (with the arguments `optimize_every` and `rebalance_every`. However, one may want to specify...
enhancement
In the current package version, the rebalancing parameters are common for all the list of portfolio functions to be backtested. However, it may be interesting to be able to specify...
enhancement