Portfolio BACKtesting made simpLE.
Inspiration: Corey Hoffstein
- Probably lacks ability to do intraday due to the reindexing on the allocation matrix (should probably only do this if the lengths of price/allocation df are different).
-
Notifications
You must be signed in to change notification settings - Fork 1
Portfolio BACKtesting made simpLE.
License
scaratozzolo/backle
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
About
Portfolio BACKtesting made simpLE.
Topics
Resources
License
Stars
Watchers
Forks
Packages 0
No packages published