Backtest Framework

Define investment strategies, run backtests, analyze strategy performance

Objects

`backtestStrategy`	Create `backtestStrategy` object to define portfolio allocation strategy
`backtestEngine`	Create `backtestEngine` object to backtest strategies and analyze results

`runBacktest`	Run backtest on one or more strategies
`equityCurve`	Plot equity curves of strategies
`summary`	Generate summary table of backtest results

Backtest Investment Strategies
This example shows how to perform backtesting of portfolio strategies using a backtesting framework implemented in MATLAB®.
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
This example shows how to construct trading strategies using a deep learning model and then backtest the strategies in the Financial Toolbox™ backtesting framework.