run_backtesting_analysis
Backtest portfolio strategies with transaction costs and rebalancing frequencies to generate key performance metrics.
Instructions
Comprehensive backtesting analysis with transaction costs, rebalancing strategies, and performance metrics
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbols | Yes | Array of stock symbols for backtesting (e.g., ['AAPL', 'MSFT', 'GOOGL']) | |
| strategy | Yes | Portfolio strategy to backtest | equal_weight |
| initial_cash | No | Initial portfolio value | |
| backtest_period | No | Number of trading days to backtest (default: 252 = 1 year) | |
| use_market_data | No | Use real market data for backtesting | |
| transaction_cost | No | Transaction cost as percentage (e.g., 0.001 for 0.1%) | |
| rebalance_frequency | No | Portfolio rebalancing frequency | monthly |