get_rebalance_dates

<code>get_rebalance_dates</code> determines rebalancing dates based on rebalancing
frequency chosen by the user. This is a helper function used by
<code>backtest_allocation</code> and 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

get_rebalance_dates function

<dl><dt>dates</dt>
<dd>A vector of dates</dd>
<dt>reb_freq</dt>
<dd>Character with rebalancing frequency. Options are
<code>"days"</code>, <code>"weeks"</code>, <code>"months"</code>, <code>"quarters"</code>,
and <code>"years"</code></dd>
<dt>k</dt>
<dd>An integer with number of periods to skip.</dd></dl>

Arguments

Portfolio rebalancing dates — get_rebalance_dates

<dl>

<dt>dates</dt>
<dd>A vector of dates</dd>


<dt>reb_freq</dt>
<dd>Character with rebalancing frequency. Options are
<code>"days"</code>, <code>"weeks"</code>, <code>"months"</code>, <code>"quarters"</code>,
and <code>"years"</code></dd>


<dt>k</dt>
<dd>An integer with number of periods to skip.</dd>

</dl>

get_rebalance_dates: Portfolio rebalancing dates

Description

Usage

Value

Arguments