Resilient Portfolio Management System

extract_SDweights | Extract the SD weights of a statfolio for further processing |

extractWeights.optimize.portfolio.rebalancing | NEW function to deal with extractWeights with rebalancing |

load_assetvec | Load the assets and maximum weights from an excel file |

load_wfoparameters | Load WFO models run parameters from an excel file |

Momentum | function Momentum |

optimize_statfolio | Optimize a portfolio of assets N times to get asset weight... |

plot_parameters | Plot the parameters for a simulation run |

plot_statfolio | Plot equity curves and sensitivity information related to a... |

plot_wfoweights | Plot WFO weights as a stacked bar chart. |

portfolio_cor | Calculate pairwise asset correlation vs. a portfolio |

rankscore | Calculate the rankings and regularization scores of a... |

riskparity_regularize | Adjust max portfolio weights using risk parity regularization |

riskparity_screen | Volatility adjusted momentum screen for optimizing portfolios |

save_wfodata | Save the WFO data structure along with related information |

stitch_statfolio | Create statistical equity curves by randomly stitching a... |

subset_statfolio | Subset a statfolio using standard xts index formatting |

wfo_equitycurve | Build the equity based on WFO weights data |

wfo_getdates | Compute the WFO dates using asset universe returns and WFO... |

wfo_statfolio | Optimizes a portfolio of assets using walk-forward... |

wfo_summary | Create a summary of key statistics from a Walk-Forward... |

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