portfolio_optimization: Portfolio Optimization Constructor Function

In chrishaarstick/madstork.opt: MadStork Portfolio Optimization

Description

Create a portfolio optimization object. Portfolio optimization objects can be optimized with the optimize functions.

Usage

portfolio_optimization(pobj, eobj, cobj, prices = NULL, target,
  desc = "", version = 1, backend = "sequential")

Arguments

pobj	portfolio object
eobj	estimates object
cobj	constraints object
prices	current symbol prices
target	target objective
desc	optional meta-data description input
version	optional input for version
backend	future backend mode. 'sequential' creates single threaded execution. 'multisession' creates parrallel backend

Value

portfolio_optimization class

chrishaarstick/madstork.opt documentation built on Nov. 12, 2019, 9:39 p.m.