- This is a Convenient Toolkit for backtesting. It allows you either to backtest a single asset's performance over a certain period or by year, in which case all you need is closing price series stored in a local Excel file or a pandas DataFrame; or backtest a portfolio given closing price series of various assets and their respective weights on various rebalancing dates.
- Backtest results include holding period return, annualized return, annualized volatility, maximum drawdown, Sharpe ratio, Calmar ratio, turnover ratio, etc.