Quickstart

from EigenLedger import portfolio_analysis, Engine

portfolio = Engine(    
                  start_date= "2018-06-09", #start date for the backtesting
                  portfolio= ["BABA", "PDD", "KO", "AMD","^IXIC"], #assets in your portfolio 
                  weights = [0.2, 0.2, 0.2, 0.2, 0.2], #equal weighting is set by default
                  benchmark = ["SPY"] #SPY is set by default
)

portfolio_analysis(portfolio)

Output