[R-SIG-Finance] fPortfolio - Portfolio Optimization

[Lara Shocron]

Dear all,
I am trying to optimize a portfolio of 5 assets, *G1e1a*, *G1e1b*, *G35e8 *and
*G1b28. *I installed the fPortfolio package but so far I'm stuck since I
can't manage to put my .csv file in the right object class.

This is what my current file looks like (see below), it holds information on
*daily returns* of the respective assets.
I suppose I have to modify the .csv file itself (delete the date column for
instance) before I can turn it into a timeSeries object. How exactly should
I modify my .csv file?

How then can I transform the file in a timeSeries object that corresponds as
much as possible to the file I currently have?

Then, since the data I will have are already returns do I still need to use
the *return functions* from fPortfolio or can I jump straight to setting the
Spec parameters? Or is there some other step I should follow first (sort,
bind, align, merge...??) my assets? If so how should I do that?

Thank you very much for your help,
I have been looking at this for the last two days and am turning crazy!!

Lara

[image: ScreenShot037.jpg]

-- 
Lara Shocron
lara.shocron at gmail.com
+ 852 9765 4623
+ 33 6 12 89 97 08
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