daily_account_calc

<code>daily_account_calc</code> is a helper function used by
<code>backtest_allocation</code> to calculate theoretical the theoretical account
value given an initial allocation to assets. It is not intended to be called
directly by the user.

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

daily_account_calc function

<dl><dt>w</dt>
<dd>A vector of weights</dd>
<dt>R</dt>
<dd>An xts object with daily returns of the tickers in strat.</dd></dl>

Arguments

Calculation of account value for backtesting asset allocation strategies — daily_account_calc

<dl>

<dt>w</dt>
<dd>A vector of weights</dd>


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

</dl>

daily_account_calc: Calculation of account value for backtesting asset allocation strategies

Description

Usage

Value

Arguments

Details