Backtesting Simple Asset Allocation Strategies

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Documentation for package ‘AssetAllocation’ version 1.0.0

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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 (<>).
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_RAA Returns allocations for the Robust Asset Allocation on a given date