Portfolio Shared-Capital Backtest

A practical example of building and evaluating a shared-capital portfolio using QuantWave's .bt.portfolio_backtest().

Highlights

• Generates synthetic multi-symbol data.
• Runs a backtest with a single global cash pool across all symbols.
• Views global aggregate metrics.

Run locally (recommended)

pip install quantwave marimo polars numpy
marimo edit docs/examples/notebooks/portfolio_shared_capital_backtest.py

View source

• Raw notebook on GitHub

Live Notebook (Exported)

The notebook below is a pre-exported self-contained version generated during the docs build.