Backtesting without long-only constraint
Dear R-ers Are there any libraries enabling the portfolio back testing a la PortfolioAnalytics's Portfolio.return() with -ve weightings, or relaxed leverage constraint? Regards Drago
Dear R-ers Are there any libraries enabling the portfolio back testing a la PortfolioAnalytics's Portfolio.return() with -ve weightings, or relaxed leverage constraint? Regards Drago