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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: | 0.1.2 |
| Depends: | R (≥ 3.5.0) |
| Imports: | data.table, graphics, stats, TTR, utils, zoo |
| Suggests: | quantmod, RSQLite, rvest, knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2025-09-29 |
| DOI: | 10.32614/CRAN.package.PortfolioTesteR |
| Author: | Alberto Pallotta [aut, cre] |
| Maintainer: | Alberto Pallotta <pallottaalberto at gmail.com> |
| BugReports: | https://github.com/alb3rtazzo/PortfolioTesteR/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/alb3rtazzo/PortfolioTesteR |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| CRAN checks: | PortfolioTesteR results |
| Reference manual: | PortfolioTesteR.html , PortfolioTesteR.pdf |
| Vignettes: |
Getting Started with PortfolioTesteR (source, R code) Optimization and Walk-Forward with PortfolioTesteR (source, R code) |
| Package source: | PortfolioTesteR_0.1.2.tar.gz |
| Windows binaries: | r-devel: PortfolioTesteR_0.1.2.zip, r-release: PortfolioTesteR_0.1.2.zip, r-oldrel: PortfolioTesteR_0.1.2.zip |
| macOS binaries: | r-release (arm64): PortfolioTesteR_0.1.2.tgz, r-oldrel (arm64): PortfolioTesteR_0.1.1.tgz, r-release (x86_64): PortfolioTesteR_0.1.2.tgz, r-oldrel (x86_64): PortfolioTesteR_0.1.2.tgz |
| Old sources: | PortfolioTesteR archive |
Please use the canonical form https://CRAN.R-project.org/package=PortfolioTesteR to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.