A data-driven asset allocation, long-only stock portfolio maker
Switch branches/tags
Nothing to show
Clone or download
Fetching latest commit…
Cannot retrieve the latest commit at this time.
Permalink
Type Name Latest commit message Commit time
Failed to load latest commit information.
data
resources
script
.gitignore
LICENSE.txt
README.md

README.md

Touzi

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.

Update

The web pages where this scrapes from seem to have changed so the scraper needs updating for this to work.

Dependencies

  • XML
  • quantmod
  • ggplot2
  • quadprog
  • PerformanceAnalytics
  • RCurl

Usage

London Stock Exchange

Start in London.R script.

Toronto Stock Exchange

Start in Toronto.R script.