rubetron/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).
Getting started
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Package details |
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| Author | Alexandre Rubesam |
| Maintainer | Alexandre Rubesam <alexandre.rubesam@gmail.com> |
| License | GPL (>= 3) |
| Version | 1.1.1 |
| URL | https://github.com/rubetron/AssetAllocation |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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