PerformanceAnalytics
Econometric Tools for Performance and Risk Analysis

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weights: Selected Portfolio Weights Data

weights: Selected Portfolio Weights Data
In PerformanceAnalytics: Econometric Tools for Performance and Risk Analysis

Description Usage Format Details Examples

Description

An xts object that contains columns of monthly weights for a subset of the EDHEC hedge fund indexes that demonstrate rebalancing portfolios through time.

Note that all the EDHEC indices are available in edhec.

Usage

1
managers

Format

CSV conformed into an xts object with monthly observations

Details

A relatively random weights file used for charting examples.

Examples

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data(weights)

#preview the data
head(weights)

PerformanceAnalytics documentation built on Feb. 6, 2020, 5:11 p.m.

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