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AssetAllocation - MaRDI portal

AssetAllocation (Q110509)

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Backtesting Simple Asset Allocation Strategies
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English
AssetAllocation
Backtesting Simple Asset Allocation Strategies

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    1.0.0
    25 April 2022
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    0.1.0
    6 April 2022
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    1.1.0
    12 June 2023
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    1.1.1
    14 June 2023
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    14 June 2023
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    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).
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