dppalomar/portfolioBacktest

Issues

• Unable to see if the annual return using daily/weekly or monthly return

  #16 opened a year ago by Isaiaheng
  0

• Error in plotPerformanceVsParams(bt) : No portfolio found in backtest!

  #13 opened a year ago by mark0100
  1

• Saving state inside portfolio functions

  #14 opened a year ago by mark0100
  1

• Wealth not correctly calculated by portfolioBacktest?

  #15 opened a year ago by mark0100
  1

• The reoptimization period has to be a multiple of the rebalancing period.

  #11 opened a year ago by MislavSag
  1

• Object Structure

  #10 opened a year ago by lhk2000
  1

• Backtest strategy with only one asset and positions

  #9 opened 4 years ago by MislavSag
  2

• Pass the current portfolio w to the function

  #3 opened 4 years ago by dppalomar
  1

• Allow different data frequencies apart from daily

  #8 opened 4 years ago by dppalomar
  1

• Provide more performance measures

  #6 opened 4 years ago by dppalomar
  1

• Include transaction costs

  #7 opened 5 years ago by dppalomar
  1

• Allow download data from a local database

  #2 opened 5 years ago by dppalomar
  1

• Allow for different rebalancing schedules

  #4 opened 5 years ago by dppalomar
  0

• Allow each portfolio to have different rebalancing parameters

  #5 opened 5 years ago by dppalomar
  0