tidyquant icon indicating copy to clipboard operation
tidyquant copied to clipboard

Published 20 hours ago • verified publisher icon business-science

Can `tq_portfolio` support `PerformanceAnalytics::Return.portfolio`'s time series `weights`?

Open niheaven opened this issue 4 years ago • 3 comments

tibble or tsibble class weights should be used in tq_portfolio to support rebalance, and this is a comman usage in practice.

niheaven avatar Jun 19 '20 07:06 niheaven

Any suggestion?

niheaven avatar Apr 19 '21 17:04 niheaven

Recall @mdancho84

niheaven avatar Sep 24 '21 11:09 niheaven

I expect the same usage.

zlfccnu avatar Oct 08 '23 01:10 zlfccnu