Generic Framework to Analyze Trading Strategies
Backtest Strategy
Compare performance of Strategy-objects.
Expected Shortfall
Get backtest parameter values from Strategy-object
Get strategy function from Strategy-object
Get strategy values from Strategy-object
Get indicators from Strategy-object
Get strategy function parameters from Strategy-object
Get price data from Strategy-object
Get trading signals from Strategy-object
Get strategy function from Strategy-object
Get strategy function name from Strategy-object
Get trades according to the signals from the Strategy-object
Get weights from Strategy-object
Strategy Hit Ratio
Get the losses of assets or portfolio over time.
Strategy Performance Maximum Drawdown
Create Own Strategy
Get Strategy Performance
Strategy Performance Indicators
Plot of a Strategy-object
Plot Strategy Drawdowns
Plot Strategy Performance
Plot Strategy Weights
Get Sharpe Ratio of Performance
Strategy-Class
Create Strategy Object
Value at Risk
Users can build and test customized quantitative trading strategies. Some quantitative trading strategies are already implemented, e.g. various moving-average filters with trend following approaches. The implemented class called "Strategy" allows users to access several methods to analyze performance figures, plots and backtest the strategies. Furthermore, custom strategies can be added, a generic template is available. The custom strategies require a certain input and output so they can be called from the Strategy-constructor.