AssetAllocation

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Software:110509



CRANAssetAllocationMaRDI QIDQ110509FDOQ110509

Backtesting Simple Asset Allocation Strategies

Alexandre Rubesam

Last update: 14 June 2023

Copyright license: GNU General Public License

Software version identifier: 1.0.0, 0.1.0, 1.1.0, 1.1.1

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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