ETFs

Data set containing daily prices and total returns for 37 exchange-traded
funds (ETFs) as well as daily returns for U.S. Treasury bills
(risk-free asset).

datasets

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).

Alexandre Rubesam

AssetAllocation

Backtesting Simple Asset Allocation Strategies

ETFs function

An object of class <code>"list"</code><dl>
 <dt>Prices</dt>
<dd><code>xts</code> object with daily prices</dd> <dt>Returns</dt>
<dd><code>xts</code> object with daily total returns</dd> <dt>Description</dt>
<dd><code>data.frame</code> with information about the ETFs</dd> <dt>risk_free</dt>
<dd><code>xts</code> object with daily returns of U.S. Treasury bills</dd>
</dl>

Format

Daily prices and total returns for 24 ETFs. — ETFs

An object of class <code>"list"</code><dl>
 <dt>Prices</dt>
<dd><code>xts</code> object with daily prices</dd>

 <dt>Returns</dt>
<dd><code>xts</code> object with daily total returns</dd>

 <dt>Description</dt>
<dd><code>data.frame</code> with information about the ETFs</dd>

 <dt>risk_free</dt>
<dd><code>xts</code> object with daily returns of U.S. Treasury bills</dd>


</dl>

ETFs: Daily prices and total returns for 24 ETFs.

Description

Usage

Arguments

Format

Examples