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Backtesting Investing Portfolio Tool Project
README
Copyright (c) 2018-2019 My personal project - Denis Ermilov. All Rights Reserved.
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CONTENTS
1. Release Notes
2. Using libraries and services
3. Disclaimers
4. Contact
1. RELEASE NOTES
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Backtesting Investing Portfolio Tool Project (further - BIPT) provides online portfolio analysis tools for backtesting,
tactical asset allocation and optimization, and investment analysis tools.
BIPT compare and test market timing models based on moving averages, momentum, rsi oscillator, and target volatility.
BIPT shows the following portfolio characteristics on history: CAGR, max drawdown in percent, max profit in percent and
max worst periods (max drawdown and underwater period)
To see the functionality of BIPT in action run the ru.backtesting.test.PortfolioTest class
2. USING LIBRARIES AND SERVICES
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The BIPT package use following libraries and services:
- JxBrowser library (https://www.teamdev.com/jxbrowser) - for visualize various graphs as a web application inside Swing application
JxBrowser is a cross-platform library that provides an embedded web browser
for Swing/JavaFX applications. JxBrowser allows embedding the most popular
browser engine — Chromium into your Java application.
- Alpha Vantage rest-services (https://www.alphavantage.co/) - use as free api for realtime and historical stock data
About Alpha Vantage - сomposed of a tight-knit community of researchers, engineers, and business professionals, Alpha Vantage Inc. is a leading provider
of free APIs for realtime and historical data on stocks, forex (FX), and digital/crypto currencies. Our success is driven
by rigorous research, cutting edge technology, and a disciplined focus on democratizing access to data.
- jtablesaw library (https://jtablesaw.github.io/tablesaw/) - use for to create graphs in web format
Tablesaw is an open-source data science library for Java that combines tools for loading and transforming data with the ability to create statistical models and visualizations
3. DISCLAIMERS
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Backtesting Investing Portfolio Tool Project uses JxBrowser http://www.teamdev.com/jxbrowser, which is a proprietary software, owned by TeamDev Ltd. The use of JxBrowser is governed by JxBrowser Product License Agreement http://www.teamdev.com/jxbrowser-licence-agreement.
You may not use JxBrowser separately from Backtesting Investing Portfolio Tool Project without a separate license from TeamDev Ltd. Use of JxBrowser as part of Backtesting Investing Portfolio Tool Project in any commercial software requires a commercial license from TeamDev Ltd.
4. CONTACT
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Denis Ermilov - java developer and personal investor
E-mail : denis.ermilov@gmail.com