daily_account_calc: Calculation of account value for backtesting asset allocation...
View source: R/daily_account_calc.R
| daily_account_calc | R Documentation |
Calculation of account value for backtesting asset allocation strategies
Description
daily_account_calc is a helper function used by
backtest_allocation to calculate theoretical the theoretical account
value given an initial allocation to assets. It is not intended to be called
directly by the user.
Usage
daily_account_calc(w, R)
Arguments
w |
A vector of weights |
R |
An xts object with daily returns of the tickers in strat. |
Details
The function simulates the value of a theoretical account from the initial weights and the daily returns of a set of assets.
Value
A numeric vector with the daily value of the account.
