AssetAllocation

Backtesting Simple Asset Allocation Strategies

CRAN Package

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).

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  • Imports8 packages
  • Suggests3 packages