| Back-tests | mpo_backtest | Back-tests of trading policies on your own history with a market simulator that charges spreads, market impact, per-share fees and holding costs: single- and multi-period optimisation policies with constraints, and rule-based policies (hold, equal weight, fixed weights, rebalancing, rank long-short, market portfolio), with every performance metric, drawdown, turnover, leverage, cost breakdown and weights over time. | 2 |
| Forecasts and data | mpo_forecast | The estimates trading policies use, computed at any date from earlier data only: mean returns, variances, volatilities, standard errors, covariance matrices, PCA and SVD factor models and mean traded volumes, with rolling windows and exponential half-lives; and how your history is prepared (trading calendar, periods per year, tradable universe, aligned returns). | 2 |
| Trades now | mpo_trade | What to trade today: the optimal trades of a single- or multi-period optimisation policy (with the planned weights of every step ahead), the trades of a rule-based policy, and a pre-trade evaluation of any proposed trade (expected return, risk, transaction and holding costs, constraint checks). | 3 |
| Aversion tuning | mpo_tuning | Tune an optimisation policy’s risk, trade and holding aversions by back-testing: a grid of values side by side (risk-return frontier of realized results) or a greedy search that keeps moving the values while Sharpe ratio, return or growth improves. | 2 |
