Bt Portfolio Backtest

使用 bt 框架构建和回测多策略投资组合,支持风险平价、等风险贡献、逆波动率加权等组合构建方法,以及政府债券滚动交易的模拟回测。

Safety Notice

This listing is from the official public ClawHub registry. Review SKILL.md and referenced scripts before running.

Copy this and send it to your AI assistant to learn

Install skill "Bt Portfolio Backtest" with this command: npx skills add bt-portfolio-backtest

No markdown body

This source entry does not include full markdown content beyond metadata.

Source Transparency

This detail page is rendered from real SKILL.md content. Trust labels are metadata-based hints, not a safety guarantee.

Related Skills

Related by shared tags or category signals.

General

Rqalpha Cn Backtest

基于20日价格动量在沪深300、沪深500与国债之间自动轮转配置,通过RQAlpha框架执行完整回测并评估组合绩效。

Registry SourceRecently Updated
820Profile unavailable
General

Finrl Meta Envs

提供多市场金融强化学习环境,支持PPO/DQN等DRL算法回测、Markowitz组合优化与实时模拟交易,适配Alpaca等券商接口。。

Registry SourceRecently Updated
940Profile unavailable
General

Empyrical Risk Metrics

计算投资组合风险指标,包括年化收益率、夏普比率、索提诺比率、最大回撤和卡玛比率,支持滚动窗口统计和 NaN 数据处理,适用于多市场数据。。

Registry SourceRecently Updated
1010Profile unavailable
General

Portfolio Optimization

提供多策略投资组合优化框架,支持均值-方差、Black-Litterman 和分层风险平价(HRP)算法,内置多种协方差估计方法对比分析。

Registry SourceRecently Updated
1040Profile unavailable