Package: AssetAllocation 1.1.1
AssetAllocation: Backtesting Simple Asset Allocation Strategies
Easy and quick testing of customizable asset allocation strategies. Users can rely on their own data, or have the package automatically download data from Yahoo Finance (<https://finance.yahoo.com/>). Several pre-loaded portfolios with data are available, including some which are discussed in Faber (2015, ISBN:9780988679924).
Authors:
AssetAllocation_1.1.1.tar.gz
AssetAllocation_1.1.1.zip(r-4.5)AssetAllocation_1.1.1.zip(r-4.4)AssetAllocation_1.1.1.zip(r-4.3)
AssetAllocation_1.1.1.tgz(r-4.4-any)AssetAllocation_1.1.1.tgz(r-4.3-any)
AssetAllocation_1.1.1.tar.gz(r-4.5-noble)AssetAllocation_1.1.1.tar.gz(r-4.4-noble)
AssetAllocation_1.1.1.tgz(r-4.4-emscripten)AssetAllocation_1.1.1.tgz(r-4.3-emscripten)
AssetAllocation.pdf |AssetAllocation.html✨
AssetAllocation/json (API)
NEWS
| # Install 'AssetAllocation' in R: |
| install.packages('AssetAllocation', repos = c('https://rubetron.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/rubetron/assetallocation/issues
- ETFs - Daily prices and total returns for 24 ETFs.
- asset_allocations - Pre-loaded Static and Tactical Asset Allocations
Last updated 12 months agofrom:1983229455. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 25 2024 |
| R-4.5-win | OK | Oct 25 2024 |
| R-4.5-linux | OK | Oct 25 2024 |
| R-4.4-win | OK | Oct 25 2024 |
| R-4.4-mac | OK | Oct 25 2024 |
| R-4.3-win | OK | Oct 25 2024 |
| R-4.3-mac | OK | Oct 25 2024 |
Exports:backtest_allocationconstant_weightsdaily_account_calcget_data_from_tickersget_rebalance_datesmin_variancerisk_paritytactical_AAAtactical_DualMomentumtactical_ivytactical_JPM5tactical_RAAtactical_TrendFriendtactical_TrendFriend_RP
Dependencies:alabamacurljsonlitelatticeMASSMatrixnloptrNMOFnumDerivPerformanceAnalyticsquadprogquantmodRcppRcppEigenriskParityPortfolioRiskPortfoliosTTRxtszoo
