A data-driven asset allocation, long-only stock portfolio maker. This project is a set of scripts to help me choose Exchange Traded Funds (ETF) to hold in my UK Stocks ISA and Canadian RRSP accounts.
Touzi recommends ETFs to watch for asset allocation to optimise non-systematic risks and do not provide any alpha strategy or trading logic.
Furthermore, this is made available for informational purpose only and should not be construed as investment advice.
The web pages where this scrapes from seem to have changed so the scraper needs updating for this to work.
- XML
- quantmod
- ggplot2
- quadprog
- PerformanceAnalytics
- RCurl
Start in London.R script.
Start in Toronto.R script.