daily_account_calc {AssetAllocation}

Calculation of account value for backtesting asset allocation strategies

Description

daily_account_calc is a helper function used by backtest_allocation to calculate theoretical the theoretical account value given an initial allocation to assets. It is not intended to be called directly by the user.

Usage

daily_account_calc(w, R)

Arguments

w

A vector of weights

R

An xts object with daily returns of the tickers in strat.

Details

The function simulates the value of a theoretical account from the initial weights and the daily returns of a set of assets.

Value

A numeric vector with the daily value of the account.