Skip to content

eiler2005/backtestportaa

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

57 Commits
 
 
 
 
 
 
 
 
 
 

Repository files navigation

---------------------------------------------------------------------------------
		Backtesting Investing Portfolio Tool Project

                              README

              Copyright (c) 2018-2019 My personal project - Denis Ermilov. All Rights Reserved.
---------------------------------------------------------------------------------

CONTENTS

1. Release Notes
2. Using libraries and services
3. Disclaimers
4. Contact

1. RELEASE NOTES
================================================================================

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
================================================================================

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
================================================================================	
	
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
================================================================================

Denis Ermilov - java developer and personal investor
E-mail  : denis.ermilov@gmail.com
	

About

Java back-testing tool for investing portfolios with technical indicators — in production since 2018

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

 
 
 

Contributors