Define a backtest strategy using a
backtestStrategy objects contain properties
specific to a trading strategy, such as the rebalance frequency,
transaction costs, management and performance fees, and a rebalance
function. The rebalance function implements the core logic of the
strategy and is used by
backtestEngine during the backtest to allow the strategy
to change its asset allocation and to make trades.
|Run backtest on one or more strategies|
|Plot equity curves of strategies|
|Generate summary table of backtest results|
- Backtest Investment Strategies Using Financial Toolbox™
Perform backtesting of portfolio strategies using a backtesting framework.
- Backtest Investment Strategies with Trading Signals
This example shows how to perform backtesting of portfolio strategies that incorporate investment signals in their trading strategy.
- Backtest Using Risk-Based Equity Indexation
This example shows how to use backtesting with a risk parity or equal risk contribution strategy rebalanced approximately every month as a risk-based indexation.
- Backtest Strategies Using Deep Learning
Construct trading strategies using a deep learning model and then backtest the strategies using the Financial Toolbox™ backtesting framework.
- Backtest with Brinson Attribution to Evaluate Portfolio Performance
This example shows how to compute Brinson attribution using the output of the MATLAB® backtest framework.