AlbertoPallotta/PortfolioTesteR

Portfolio-level backtesting for cross-sectional strategies in R. Weekly selection and weighting engines, walk-forward validation, regime overlays, hierarchical risk parity, machine-learning integration, transaction-cost sweeps. On CRAN.

语言：R · GitHub 星标：4 · Fork：1

话题：asset-allocation · backtesting · cran · machine-learning · portfolio-construction · portfolio-management · portfolio-optimization · quantitative-finance

在 GitHub 上查看原仓库