PortfolioAnalytics question re: showing results
Hi Ilya, Thank you for the heads up on that. I'm thinking what I need to do is pass the functions calculated moments, as seen here http://stackoverflow.com/questions/26745976/create-efficient-frontier-in-portfolioanalytics-without-an-xts-object So I'll play with that. Regards, Matt
On 2016-03-16 13:12, Ilya Kipnis wrote:
Matt, PerformanceAnalytics has all the tools you need for those things. EG Return.annualized, and so on. -Ilya On Wed, Mar 16, 2016 at 2:06 PM, <matt at considine.net> wrote:
Hi, I have a sense I have overlooked something pretty basic here, but I'll risk asking an obvious question. I am trying to use PortfolioAnalytics as a complement to information provided by an investment consultant. They are presenting their efficient frontier results with annualized expected return data. I'm feeding PortfolioAnalytics monthly historical data, so the resulting chart/summary data is on a monthly basis (I believe). Is there a flag for results to be presented on an annualized basis? Thank in advance - and apologies for overlooking something clear. I did try to search the docs first :) Regards, Matt
_______________________________________________ R-SIG-Finance at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance [1] -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
Links: ------ [1] https://stat.ethz.ch/mailman/listinfo/r-sig-finance