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AssetAllocation  

Backtesting Simple Asset Allocation Strategies
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]
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 07 Aug. 2026.
Previous versions and publish date:
0.1.0 (2022-04-06 09:52), 1.0.0 (2022-04-25 18:20), 1.1.0 (2023-06-12 20:10), 1.1.1 (2023-06-14 09:50), (2026-07-09 07:57)
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Complete documentation for AssetAllocation
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