daily_account_calc: Calculation of account value for backtesting asset allocation...
In rubetron/AssetAllocation: Backtesting Simple Asset Allocation Strategies
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.
rubetron/AssetAllocation documentation built on Dec. 2, 2023, 12:57 a.m.
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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.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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