Dear all,<div><br></div><div>I am trying to optimize a portfolio of 5 assets, <i>G1e1a</i>, <i>G1e1b</i>, <i>G35e8 </i>and <i>G1b28. </i>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.</div>
<div><br></div><div>This is what my current file looks like (see below), it holds information on <b><i>daily returns</i></b> of the respective assets.</div><div>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?</div>
<div><br></div><div>How then can I transform the file in a timeSeries object that corresponds as much as possible to the file I currently have?</div><div><br></div><div>Then, since the data I will have are already returns do I still need to use the <i><b>return functions</b></i> 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? </div>
<div><br></div><div>Thank you very much for your help, </div><div>I have been looking at this for the last two days and am turning crazy!!</div><div><br></div><div>Lara</div><div><br></div><div><img src="cid:ii_124137e061e5c53c" alt="ScreenShot037.jpg" title="ScreenShot037.jpg" width="329" height="420"><br clear="all">
<br>-- <br>Lara Shocron<br><a href="mailto:lara.shocron@gmail.com">lara.shocron@gmail.com</a><br>+ 852 9765 4623<br>+ 33 6 12 89 97 08<br>
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