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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 |
| DOI: | 10.32614/CRAN.package.AssetAllocation |
| 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 [issues need fixing before 2025-01-10] |
| Reference manual: | AssetAllocation.pdf |
| Vignettes: |
AssetAllocation |
| 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 |
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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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