Backtesting Simple Asset Allocation Strategies

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Documentation for package ‘AssetAllocation’ version 1.1.1

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

asset_allocations	Pre-loaded Static and Tactical Asset Allocations
backtest_allocation	Backtesting of asset allocation strategies
constant_weights	Returns constant weights for static asset allocations
daily_account_calc	Calculation of account value for backtesting asset allocation strategies
ETFs	Daily prices and total returns for 24 ETFs.
get_data_from_tickers	Downloads prices in xts format from a list of tickers from Yahoo Finance (<https://finance.yahoo.com/>).
get_rebalance_dates	Portfolio rebalancing dates
min_variance	Returns minimum variance portfolio weights on a given date
risk_parity	Returns risk parity weights on a given date
tactical_AAA	Returns allocations for the Adaptive Asset Allocation strategy on a given date
tactical_DualMomentum	Returns allocations for the dual momentum strategy on a given date
tactical_ivy	Returns allocations for the Ivy Portfolio on a given date
tactical_JPM5	Calculates asset allocations for the JPMorgan ETF Efficiente® 5 portfolio.
tactical_RAA	Returns allocations for the Robust Asset Allocation on a given date
tactical_TrendFriend	Returns allocations for the Ivy Portfolio on a given date
tactical_TrendFriend_RP	Returns allocations for the Ivy Portfolio on a given date