回测框架

定义投资策略，运行回测，分析策略业绩

使用 backtestStrategy 对象定义一个回测策略。backtestStrategy 对象包含特定于交易策略的属性，例如再平衡频率、交易成本、管理和绩效费以及再平衡函数。再平衡函数实现策略的核心逻辑，由 backtestEngine 在回测期间用来允许策略更改其资产配置和进行交易。

对象

`backtestStrategy`	Create `backtestStrategy` object to define portfolio allocation strategy
`backtestEngine`	Create `backtestEngine` object to backtest strategies and analyze results

函数

`runBacktest`	Run backtest on one or more strategies
`equityCurve`	Plot equity curves of strategies
`summary`	Generate summary table of backtest results

主题

Backtest Investment Strategies Using Financial Toolbox™
Perform backtesting of portfolio strategies using a backtesting framework.
Backtest Investment Strategies with Trading Signals
This example shows how to perform backtesting of portfolio strategies that incorporate investment signals in their trading strategy.
Backtest Using Risk-Based Equity Indexation
This example shows how to use backtesting with a risk parity or equal risk contribution strategy rebalanced approximately every month as a risk-based indexation.
Backtest Strategies Using Deep Learning
Construct trading strategies using a deep learning model and then backtest the strategies using the Financial Toolbox™ backtesting framework.

回测框架

对象

函数

主题

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