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回测框架

定义投资策略,运行回测,分析策略业绩

对象

backtestStrategyCreate backtestStrategy object to define portfolio allocation strategy
backtestEngineCreate backtestEngine object to backtest strategies and analyze results

函数

runBacktestRun backtest on one or more strategies
equityCurvePlot equity curves of strategies
summaryGenerate summary table of backtest results

主题

Backtest Investment Strategies

This example shows how to perform backtesting of portfolio strategies using a backtesting framework implemented in MATLAB®.

Backtest Investment Strategies with Trading Signals

This example shows how to perform backtesting of portfolio strategies that incorporate investment signals in their trading strategy.