tactical_ivy

<code>tactical_ivy</code> determines asset allocations for a strategy according to
the Ivy Portfolio rule of Faber (2013, ISBN:978-1118008850).

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

tactical_ivy 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</dd></dl>

Arguments

Returns allocations for the Ivy Portfolio on a given date — tactical_ivy

<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</dd>

</dl>

tactical_ivy: Returns allocations for the Ivy Portfolio on a given date

Description

Usage

Value

Arguments

Details

Examples