Man pages for rubetron/AssetAllocation
Backtesting Simple Asset Allocation Strategies
| asset_allocations | Pre-loaded Static and Tactical Asset Allocations |
| backtest_allocation | Backtesting of asset allocation strategies |
| constant_weights | Returns constant weights for static asset allocations |
| daily_account_calc | Calculation of account value for backtesting asset allocation... |
| ETFs | Daily prices and total returns for 24 ETFs. |
| get_data_from_tickers | Downloads prices in xts format from a list of tickers from... |
| get_rebalance_dates | Portfolio rebalancing dates |
| min_variance | Returns minimum variance portfolio weights on a given date |
| risk_parity | Returns risk parity weights on a given date |
| tactical_AAA | Returns allocations for the Adaptive Asset Allocation... |
| tactical_DualMomentum | Returns allocations for the dual momentum strategy on a given... |
| tactical_ivy | Returns allocations for the Ivy Portfolio on a given date |
| tactical_JPM5 | Calculates asset allocations for the JPMorgan ETF Efficiente®... |
| tactical_RAA | Returns allocations for the Robust Asset Allocation on a... |
| tactical_TrendFriend | Returns allocations for the Ivy Portfolio on a given date |
| tactical_TrendFriend_RP | Returns allocations for the Ivy Portfolio on a given date |
