This repo contains the full backtests resources for the all weather portfolio as described in: http://www.lazyportfolioetf.com/allocation/ray-dalio-all-weather/
A conda environment set with zipline and pyfolio should be configured beforehand:
*conda install -u Quantopian zipline
*pip install pyfolio
*pip install jupyter
Then, csv data should be downloaded using download_csv.ipynb script.
extensions.py enables ingesting downloaded csv data into zipline (the file should go under ~/.zipline folder)