Description Usage Arguments Value Author(s)
version 2 generate random permutations of a portfolio seed meeting your constraints on the weights of each asset
1 | randomize_portfolio_v2(portfolio, max_permutations = 200)
|
portfolio |
an object of type "portfolio" specifying
the constraints for the optimization, see
|
max_permutations |
integer: maximum number of iterations to try for a valid portfolio, default 200 |
named weighting vector
Peter Carl, Brian G. Peterson, (based on an idea by Pat Burns)
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