FREE: Example Custom Index Strategy Reports
Construct Your Own Index Fund Strategy and Backtesting Engine
In this part of our course, we'll show you how to build a dynamic rolling backtesting engine and a quadratic optimization strategy to build a portfolio of assets that tracks a given benchmark.
Below are examples of reports which you will be able to generate by following the tutorial. The source code is of course included in the full tutorial, and we walk you through every step from start to finish.