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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).

Version: 1.1.1
Depends: R (≥ 2.10)
Imports: PerformanceAnalytics, quantmod, RiskPortfolios, xts, zoo, NMOF, riskParityPortfolio, curl
Suggests: knitr, rmarkdown, testthat (≥ 3.0.0)
Published: 2023-06-14
Author: Alexandre Rubesam
Maintainer: Alexandre Rubesam <alexandre.rubesam at gmail.com>
BugReports: https://github.com/rubetron/AssetAllocation/issues
License: GPL (≥ 3)
URL: https://github.com/rubetron/AssetAllocation
NeedsCompilation: no
Materials: README NEWS
CRAN checks: AssetAllocation results

Documentation:

Reference manual: AssetAllocation.pdf
Vignettes: AssetAllocation

Downloads:

Package source: AssetAllocation_1.1.1.tar.gz
Windows binaries: r-devel: AssetAllocation_1.1.1.zip, r-release: AssetAllocation_1.1.1.zip, r-oldrel: AssetAllocation_1.1.1.zip
macOS binaries: r-release (arm64): AssetAllocation_1.1.1.tgz, r-oldrel (arm64): AssetAllocation_1.1.1.tgz, r-release (x86_64): AssetAllocation_1.1.1.tgz, r-oldrel (x86_64): AssetAllocation_1.1.1.tgz
Old sources: AssetAllocation archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=AssetAllocation to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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