Description Usage Arguments Value Examples
extract optimization statistics from the optimization object
1 2 3 4 | createRealizedPortfolioTimeSeries(linearReturnMatrix, weightMatrix,
includeConstituents = FALSE, benchmark = NA,
portfolioName = "Portfolio", benchmarkName = "Benchmark",
rebalance = TRUE)
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linearReturnMatrix |
a linear return xts matrix |
weightMatrix |
a weight xts object, with same number of columns as the linearReturnMatrix |
includeConstituents |
logical, if TRUE, the output will append the unweighted constituents of the portfolio; defaults to FALSE |
benchmark |
an xts vector of linear returns; if not NA, then will append this to the resulting xts object; defaults to NA (not inlcuded) |
portfolioName |
a character string, defaults to "Portfolio" |
benchmarkName |
a character string, used to rename a benchmark that's included; defaults to "Benchmark" |
an xts matrix of results OR a list of matrices depending on the selection
1 | FUNCTION STILL UNDER DEVELOPMENT
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