Hi,

I have a general finance question, rather than an R-specific question.  In
trading currencies, should the weights always add up to 1, or 0, or can they
add up to anything?  What determines this?  Also, I have an Splus nuopt
question.  If anyone knows a better place to post this, it would be
appreciated, but in the meantime I'll ask it here.  In NuOPT, when I set
mu.target for solveQP to be very low (used as in page 9 of introduction to
modern portfolio optimization with NuOPT, S-PLUS, and S+Bayes), I see poor
portfolio returns, but if I set it to be high, I get an error message
<<SIMPLE 193>> Error in solve():
       <<NUOPT 2>> infeasible(linear constraints and variable bounds)

Any help would be much appreciated.

Regards,
Alexander Moreno

	[[alternative HTML version deleted]]

