Documentation

Portfolio

Simulate trading activity and analyze portfolio performance

Portfolio modeling connects trading rules with a realistic simulation state and reconstructs the result into orders, trades, positions, drawdowns, returns, and other analysis objects. This section explains that lifecycle and the main simulation interfaces.

Topics

Simulation

Understand simulation, reconstruction, portfolio state, and analysis objects

From orders

Simulate portfolios from explicit order information

From signals

Simulate portfolios from entries, exits, and stop logic

Indicators

Build parameterized and analyzable indicator pipelines

Rust

Use the optional Rust backend and its native kernels

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