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 (<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]

Documentation:

Reference manual:	AssetAllocation.pdf
Vignettes:	AssetAllocation

Downloads:

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

Linking:

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