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AssetAllocation
View on CRAN: Click
here
Download and install AssetAllocation package within the R console
Install from CRAN:
install.packages("AssetAllocation")
Install from Github:
library("remotes")
install_github("cran/AssetAllocation") Install by package version:
library("remotes")
install_version("AssetAllocation", "1.1.1") Attach the package and use:
library("AssetAllocation")
Maintained by
Alexandre Rubesam
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-04-06
Latest Update:
Description:
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).
How to cite:
Alexandre Rubesam (2022). AssetAllocation: Backtesting Simple Asset Allocation Strategies. R package version 1.1.1, https://cran.r-project.org/web/packages/AssetAllocation. Accessed 10 Mar. 2026.
Previous versions and publish date:
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View AssetAllocation citation profile
Other R packages that AssetAllocation depends,
imports, suggests or enhances
Complete documentation for AssetAllocation
Functions, R codes and Examples using
the AssetAllocation R package
Some associated functions: ETFs . asset_allocations . backtest_allocation . constant_weights . daily_account_calc . get_data_from_tickers . get_rebalance_dates . min_variance . risk_parity . tactical_AAA . tactical_DualMomentum . tactical_JPM5 . tactical_RAA . tactical_TrendFriend . tactical_TrendFriend_RP . tactical_ivy .
Some associated R codes: ETFs.R . backtest_allocation.R . constant_weights.R . daily_account_calc.R . get_data_from_tickers.R . get_rebalance_dates.R . min_variance.R . risk_parity.R . tactical_AAA.R . tactical_DualMomentum.R . tactical_JPM5.R . tactical_RAA.R . tactical_TrendFriend.R . tactical_TrendFriend_RP.R . tactical_ivy.R . Full AssetAllocation package functions and examples
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