-
Function
summaryTable()
now allows thekable
type of table. -
Vignette now explains a temporary hack to initialize backtests (via non-recommended global variables).
-
Benchmark name
1/N
has replaced the previous nameuniform
. -
Added function
backtestChartSharpeRatio()
. -
Function
backtestBoxPlot()
now accepts a reference portfolio. -
Argument
price_name
toportfolioBacktest()
can be left unspecified. -
Function
portfolioBacktest()
now returnsw_optimized
andw_rebalanced
(instead ofw_designed
). It also returnsX_lin
that can be used for debugging or other purposes.