braverock/PortfolioAnalytics

Issues

• PortfolioAnalytics doesn’t work when I try to plot charts

  #38 opened 2 years ago by diegoperoni
  0

• Error when reading optimize_method in optimize.portfolio.rebalancing

  #36 opened 2 years ago by goodnewz
  0

• Missing imports with the new CVXR optimization method

  #34 opened 2 years ago by goodnewz
  0

• Optimization with ROI method not working for specific edhec period

  #31 opened 3 years ago by cruelas
  0

• random.portfolio fails without constraints and no weight sequence specified

  #12 opened 6 years ago by sstoeckl
  2

• parallell calculation of optimize.portfolio.rebalancing with custom moment functions

  #22 opened 5 years ago by GreenGrassBlueOcean
  5

• Has anyone tried this with a true fixed income portfolio?

  #29 opened 4 years ago by thestockman27
  1

• Optimize with rebalancing weights not adding up to 1 (minimum variance).

  #30 opened 4 years ago by SeveralAbility
  0

• portfolio.spec() function doesn't appear

  #28 opened 4 years ago by Prodromos23
  7

• Maximum Sharpe Ratio fails with error in PortfolioAnalytics

  #26 opened 4 years ago by SamoPP
  1

• optimize.portfolio.rebalancing() might have mishandled the situation that training_period is NULL and rolling_window is specified

  #27 opened 4 years ago by caicaifearless
  0

• Error in `[.data.frame`(R, ep.i) : undefined columns selected, when running `optimize.portfolio.rebalancing`

  #25 opened 4 years ago by emjay032
  0

• itermax does not accept a class numeric from variable

  #24 opened 4 years ago by OmarOmeiri
  2

• objective name mean generated an error or warning: Error in crossprod(x, y)

  #20 opened 5 years ago by marioem
  0

• Return.clean() for method="boudt" runs covMcd() on a single column

  #15 opened 6 years ago by sdittmar
  1

• Adj. Sharpe Ratio returns Ann. Sharpe Ratio

  #16 opened 5 years ago by mhmilo24
  2

• Errrors in several demos

  #13 opened 6 years ago by sstoeckl
  1

• multiplier=0 does not work

  #14 opened 6 years ago by sstoeckl
  0

• Maximize STARR for a given Expected Shortfall

  #11 opened 6 years ago by flodase
  3

• The first example of the vignette doesn't work reproducibly.

  #10 opened 7 years ago by JiaxiangBU
  0

• DEoptim not working for portfolio weights -5 to 5

  #9 opened 7 years ago by 12shivaniaggarwal
  19

• parallelType passed incorrectly to DEoptim

  #7 opened 8 years ago by peterccarl
  0

• optimize.portfolio ignores rp for GenSA

  #6 opened 8 years ago by peterccarl
  0

• optimize.portfolio doesn't pass in correct temperature arg name to GenSA

  #5 opened 8 years ago by peterccarl
  0

• New version of ROI causes errors

  #4 opened 8 years ago by peterccarl
  0

• geometric chaining is used for portfolio return calculations in proxy.mult.portfolio

  #3 opened 8 years ago by rossb34
  0

• asset names are not set in the regime portfolio object

  #2 opened 8 years ago by rossb34
  0

• multi layer specification does not work with optimize.portfolio.rebalancing

  #1 opened 8 years ago by rossb34
  0