回测框架
定义投资策略，运行回测，分析策略业绩
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
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.
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