load(data.proxy.raw.Rdata)

[richjung]

Hi,

I try to get prices from the combined tickers like the following.
However, I could not load 'data.proxy.raw.Rdata' and find the code in this area.
How can I solve this problem?
Thank you in advance

library(SIT)

tickers = '

• US.STOCKS = VTI
• FOREIGN.STOCKS = VEU + FDIVX
• US.10YR.GOV.BOND = IEF + VFITX
• REAL.ESTATE = VNQ + VGSIX
• COMMODITIES = DBC + CRB
• CASH = BND + VBMFX
• '

load('data.proxy.raw.Rdata')
Error in readChar(con, 5L, useBytes = TRUE) : cannot open the connection
In addition: Warning message:
In readChar(con, 5L, useBytes = TRUE) :
cannot open compressed file 'data.proxy.raw.Rdata', probable reason 'No such file or directory'

[systematicinvestor]

Please have a look at the
http://systematicinvestor.github.io/Data-Proxy
for detail instructions how to generate the data.proxy file

[richjung]

Thank you for your help. I really appreciate for providing a great package to improve my study. But, I have some problem in making a code for a portfolio analysis. Actually, I want to get skewness from each models' return but I've got same returns as the below. I don't know where I lost. And, I also want to rebalance these models based on portfolio return not each asset's weight. So I think the first step for these works is to get the portfolio returns by each models.

models$smart5.all = bt.max.deviation.rebalancing(data, buy.hold, target.allocation, 5/100, 0) models$smart5.half = bt.max.deviation.rebalancing(data, buy.hold, target.allocation, 5/100, 0.5) head(models$months$ret)

GLD 2004-11-18 0.0000000000 2004-11-19 -0.0029186184 2004-11-22 0.0035007580 2004-11-23 -0.0004686924 2004-11-24 0.0022484257 2004-11-26 -0.0007104453

head(models$smart5.all$ret)

GLD 2004-11-18 0.0000000000 2004-11-19 -0.0029186184 2004-11-22 0.0035007580 2004-11-23 -0.0004686924 2004-11-24 0.0022484257 2004-11-26 -0.0007104453 Thank you for your kind help in advance and I'm looking forward to get your response.