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 (<>). Several pre-loaded portfolios with data are available, including some which are discussed in Faber (2015, ISBN:9780988679924).

Version: 1.0.0
Depends: R (≥ 2.10)
Imports: PerformanceAnalytics, quantmod, RiskPortfolios, xts, zoo, NMOF, riskParityPortfolio
Suggests: knitr, rmarkdown, testthat (≥ 3.0.0)
Published: 2022-04-25
Author: Alexandre Rubesam
Maintainer: Alexandre Rubesam <alexandre.rubesam at>
License: GPL (≥ 3)
NeedsCompilation: no
Materials: README NEWS
CRAN checks: AssetAllocation results


Reference manual: AssetAllocation.pdf
Vignettes: AssetAllocation


Package source: AssetAllocation_1.0.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): AssetAllocation_1.0.0.tgz, r-oldrel (arm64): AssetAllocation_1.0.0.tgz, r-release (x86_64): AssetAllocation_1.0.0.tgz, r-oldrel (x86_64): AssetAllocation_1.0.0.tgz
Old sources: AssetAllocation archive


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