Test Investment Strategies with English-Like Code R package PortfolioTesteR version 0.1.4 Design, backtest, and analyze portfolio strategies using simple, English-like function chains. Includes technical indicators, flexible stock selection, portfolio construction methods (equal weighting, signal weighting, inverse volatility, hierarchical risk parity), and a compact backtesting engine for portfolio returns, drawdowns, and summary metrics. Software Depends: R (>= 3.5.0) Imports: data.table, graphics, stats, TTR, utils, zoo Suggests: knitr, rmarkdown, testthat (>= 3.0.0), quantmod, RSQLite, rvest, glmnet, ranger, xgboost, keras, tensorflow Alberto Pallotta <pallottaalberto@gmail.com> Comprehensive R Archive Network (CRAN) Alberto Pallotta [aut, cre] MIT + file LICENSE (https://CRAN.R-project.org/package=PortfolioTesteR/LICENSE) 2025-11-01 application/tgz https://CRAN.R-project.org/package=PortfolioTesteR doi:10.32614/CRAN.package.PortfolioTesteR