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).

Package details

AuthorAlexandre Rubesam
MaintainerAlexandre Rubesam <alexandre.rubesam@gmail.com>
LicenseGPL (>= 3)
Version1.1.1
URL https://github.com/rubetron/AssetAllocation
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("AssetAllocation")

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AssetAllocation documentation built on July 9, 2023, 5:25 p.m.