PortfolioTesteR: Test Investment Strategies with English-Like Code

Design, backtest, and analyze portfolio strategies using simple, English-like function chains. Includes technical indicators, flexible stock selection, portfolio construction methods (equal weighting, signal weighting, inverse volatility, hierarchical risk parity), and a compact backtesting engine for portfolio returns, drawdowns, and summary metrics.

Version:	0.1.1
Depends:	R (≥ 3.5.0)
Imports:	data.table, graphics, stats, TTR, utils, zoo
Suggests:	quantmod, RSQLite, rvest, knitr, rmarkdown, testthat (≥ 3.0.0)
Published:	2025-09-22
Author:	Alberto Pallotta [aut, cre]
Maintainer:	Alberto Pallotta <pallottaalberto at gmail.com>
BugReports:	https://github.com/alb3rtazzo/PortfolioTesteR/issues
License:	MIT + file LICENSE
URL:	https://github.com/alb3rtazzo/PortfolioTesteR
NeedsCompilation:	no
Materials:	README, NEWS
CRAN checks:	PortfolioTesteR results

Documentation:

Reference manual:	PortfolioTesteR.html , PortfolioTesteR.pdf
Vignettes:	Getting Started with PortfolioTesteR (source, R code)

Downloads:

Package source:	PortfolioTesteR_0.1.1.tar.gz
Windows binaries:	r-devel: not available, r-release: PortfolioTesteR_0.1.1.zip, r-oldrel: not available
macOS binaries:	r-release (arm64): PortfolioTesteR_0.1.1.tgz, r-oldrel (arm64): PortfolioTesteR_0.1.1.tgz, r-release (x86_64): PortfolioTesteR_0.1.1.tgz, r-oldrel (x86_64): PortfolioTesteR_0.1.1.tgz

Linking:

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