Re: [R-SIG-Finance] xts 'order.by' cannot contain 'NA', 'NaN', or 'Inf' in optimize.portfolio.rebalancing

2018-09-25 Thread Enrico Schumann
On Di, 25 Sep 2018, Simon Hovmark writes: > I am trying to run the following optimize.portfolio.rebalancing: > > opt <- optimize.portfolio.rebalancing(R=returns, portfolio=tranch1, > optimize_method="ROI", >

[R-SIG-Finance] xts 'order.by' cannot contain 'NA', 'NaN', or 'Inf' in optimize.portfolio.rebalancing

2018-09-25 Thread Simon Hovmark
I am trying to run the following optimize.portfolio.rebalancing: opt <- optimize.portfolio.rebalancing(R=returns, portfolio=tranch1, optimize_method="ROI", #momentFUN = tranch1_boudt,