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Notebook to test a portfolio of algorithms

I created this for my own use and thought it might be useful to someone else. You can load a group of backtests, give them weights in your portfolio, then calculate returns with different rebalancing strategies.

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7 responses

good stuff - thanks

Wow, this is awesome. Thanks a lot!!

One thing to note: I found that the backtest results end up being sorted by alphabetical order from left to right. Worth checking your weights to make sure the array is properly aligned when run.

Thanks for sharing

Super ! Thanks for sharing !

Thank you very much for sharing! Cheers!

Great stuff, I will use it for sure.