Take the weights for the best CRP in the past as the weights for the next period.

1 |

`x` |
Time series of relative prices |

`from` |
Start time |

`by` |
Step in time to recalculate best CRP |

`fast.only` |
Only use the fast but slightly inaccurate version of CRP optimization. |

At each time index ti = from + i * by, calculate the weights for the best CRP up to but not including ti, and uses that as portfolio until the next optimization point. Return the time series of the corresponding portfolio wealth.

Return the time series of portfolio wealths.

Marc Delvaux

Gaivoronski, A and Stella, F (2000): Nonstationary Optimization Approach for Finding Universal Portfolios. Published in: Annals of Operations Research , Vol. 100, (2000): pp. 165-188.

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