CRAN/E | AssetAllocation

AssetAllocation

Backtesting Simple Asset Allocation Strategies

Installation

About

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 (). Several pre-loaded portfolios with data are available, including some which are discussed in Faber (2015, ISBN:9780988679924).

github.com/rubetron/AssetAllocation
Bug report File report

Key Metrics

Version 1.1.1
R ≥ 2.10
Published 2023-06-14 108 days ago
Needs compilation? no
License GPL (≥ 3)
CRAN checks AssetAllocation results

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Maintainer

Maintainer

Alexandre Rubesam

alexandre.rubesam@gmail.com

Authors

Alexandre Rubesam

Material

README
NEWS
Reference manual
Package source

Vignettes

AssetAllocation

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

AssetAllocation archive

Depends

R ≥ 2.10

Imports

PerformanceAnalytics
quantmod
RiskPortfolios
xts
zoo
NMOF
riskParityPortfolio
curl

Suggests

knitr
rmarkdown
testthat ≥ 3.0.0