PortfolioAnalytics
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braverock
I'm trying to run a yearly rebalance using simple minimum volatility and box constraint using edhec data, but it fails for 2012-12-31 when using a rolling window of 60 months,...
See the code below. Is that intended? ``` r require(PortfolioAnalytics) data(edhec) R
`If` custom moment functions like e.g. CRRA and crra.moments (see also https://cran.r-project.org/web/packages/PortfolioAnalytics/vignettes/custom_moments_objectives.pdf) are used, parallel calculation of `optimize.portfolio.rebalancing` will fail with the following message: "Optimizer was unable to find a...
Hi there, I was going to take a crack at using this package to optimize a fixed income portfolio. Just wanted to touch base with you to see if you...
I have an issue that I can't seem to solve where when running my data through optimize.portfolio.rebalancing with the objective being to minimise variance, I get the warning message ```...
I have come across an issue in PortfolioAnalytics. It might be that my data (downloaded from Yahoo Finance) simply has issues but I guess this should not lead PortfolioAnalytics to...
``` if(is.null(training_period) & !is.null(rolling_window)) training_period
I always get this error when trying to rebalance, but i dont understand why? **This is my portfolio**: ```{r} smallcap_tickers
can't seem to pass a value into the itermax argument. This does not work ``` itermax
The following code from DataCamp's Intermediate Portfolio Analysis in R course fails in optimize.portfolio function of PortfolioAnalytics_1.1.0: ``` asset_names
