listPortfoliosWithFailures {portfolioBacktest}

List portfolios with failures

Description

List portfolios with failures

Usage

listPortfoliosWithFailures(bt)

Arguments

bt

Backtest results as produced by the function portfolioBacktest.

Author(s)

Daniel P. Palomar

Examples

library(portfolioBacktest)
data(dataset10)  # load dataset

# define your own portfolio function
portfolio_with_errors <- function(dataset, ...) {
  return(NA)
}

# do backtest
bt <- portfolioBacktest(list("Portfolio with errors" = portfolio_with_errors), dataset10)

listPortfoliosWithFailures(bt)