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Backtest Framework

Define investment strategies, run backtests, analyze strategy performance

Objects

backtestStrategyCreate backtestStrategy object to define portfolio allocation strategy
backtestEngineCreate backtestEngine object to backtest strategies and analyze results

Functions

runBacktestRun backtest on one or more strategies
summaryGenerate summary table of backtest results

Topics

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.