constant_weights

<code>constant_weights</code> applies the identity function to the default weights
in a strategy.

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

constant_weights function

<dl><dt>strat</dt>
<dd>A list representing an asset allocation strategy.</dd>
<dt>reb_date</dt>
<dd>A date on which the allocation rule is applied.</dd>
<dt>P</dt>
<dd>An xts object with daily prices of the tickers in strat.</dd>
<dt>R</dt>
<dd>An xts object with daily returns of the tickers in strat.</dd>
<dt>risk_free</dt>
<dd>Either an xts object with daily returns of the risk-free
asset, or a scalar numeric with the annual risk-free rate in decimals.</dd></dl>

Arguments

Returns constant weights for static asset allocations — constant_weights

<dl>

<dt>strat</dt>
<dd>A list representing an asset allocation strategy.</dd>


<dt>reb_date</dt>
<dd>A date on which the allocation rule is applied.</dd>


<dt>P</dt>
<dd>An xts object with daily prices of the tickers in strat.</dd>


<dt>R</dt>
<dd>An xts object with daily returns of the tickers in strat.</dd>


<dt>risk_free</dt>
<dd>Either an xts object with daily returns of the risk-free
asset, or a scalar numeric with the annual risk-free rate in decimals.</dd>

</dl>

constant_weights: Returns constant weights for static asset allocations

Description

Usage

Value

Arguments

Examples