quant_backtest: 3 tools.
| Tool | What it does | Notes |
|---|---|---|
quant_basket_backtest | Backtest of a weighted basket of the price columns, starting at 100, rebalanced to target weights daily, weekly or monthly, with proportional transaction costs on the weight traded. | |
quant_basket_risk | Weighted average realized volatility of a basket’s constituents, or their weighted average pairwise correlation, using the basket’s drifting actual weights (rebalanced daily, weekly or monthly). | |
quant_rule_backtest | Event-driven backtest of a trading rule on your daily prices: whenever the trigger fires (chosen dates, a signal above or below a level, or a mean-reversion z-score rule) the simulator trades one unit of each traded column at that day’s close, optionally closes it after hold_days, and marks the book at every close (weekdays, skipping given holidays; missing prices carry forward). |
fincept_describe_tool.