Package: AssetAllocation 1.1.1
Alexandre Rubesam
AssetAllocation: Backtesting Simple Asset Allocation Strategies
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).
Authors:
AssetAllocation_1.1.1.tar.gz
AssetAllocation_1.1.1.zip(r-4.5)AssetAllocation_1.1.1.zip(r-4.4)AssetAllocation_1.1.1.zip(r-4.3)
AssetAllocation_1.1.1.tgz(r-4.4-any)AssetAllocation_1.1.1.tgz(r-4.3-any)
AssetAllocation_1.1.1.tar.gz(r-4.5-noble)AssetAllocation_1.1.1.tar.gz(r-4.4-noble)
AssetAllocation_1.1.1.tgz(r-4.4-emscripten)AssetAllocation_1.1.1.tgz(r-4.3-emscripten)
AssetAllocation.pdf |AssetAllocation.html✨
AssetAllocation/json (API)
NEWS
| # Install 'AssetAllocation' in R: |
| install.packages('AssetAllocation', repos = c('https://cranhaven.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/rubetron/assetallocation/issues
- ETFs - Daily prices and total returns for 24 ETFs.
- asset_allocations - Pre-loaded Static and Tactical Asset Allocations
Last updated 11 days agofrom:ddce868371 (on package/AssetAllocation). Checks:7 ERROR. Indexed: no.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | FAIL | Jan 10 2025 |
| R-4.5-win | ERROR | Jan 10 2025 |
| R-4.5-linux | ERROR | Jan 10 2025 |
| R-4.4-win | ERROR | Jan 10 2025 |
| R-4.4-mac | ERROR | Jan 10 2025 |
| R-4.3-win | ERROR | Jan 10 2025 |
| R-4.3-mac | ERROR | Jan 10 2025 |
Exports:backtest_allocationconstant_weightsdaily_account_calcget_data_from_tickersget_rebalance_datesmin_variancerisk_paritytactical_AAAtactical_DualMomentumtactical_ivytactical_JPM5tactical_RAAtactical_TrendFriendtactical_TrendFriend_RP
Dependencies:alabamacurljsonlitelatticeMASSMatrixnloptrNMOFnumDerivPerformanceAnalyticsquadprogquantmodRcppRcppEigenriskParityPortfolioRiskPortfoliosTTRxtszoo
Testing Asset Allocation Strategies
Rendered fromAssetAllocation.Rmdusingknitr::rmarkdownon Jan 10 2025.Last update: 2025-01-10
Started: 2025-01-10
