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Changes in portfolioBacktest version 0.4.1 (2022-04-22)

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@dppalomar dppalomar released this 26 Apr 01:01
  • Function summaryTable() now allows the kable 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 name uniform.

  • Added function backtestChartSharpeRatio().

  • Function backtestBoxPlot() now accepts a reference portfolio.

  • Argument price_name to portfolioBacktest() can be left unspecified.

  • Function portfolioBacktest() now returns w_optimized and w_rebalanced (instead of w_designed). It also returns X_lin that can be used for debugging or other purposes.