I'm trying to build portfolio with the function Return.portfolio (PerformanceAnalytics package). I have returns for 2 assets in a matrix r.
when running: Return.portfolio(r,verbose = T,weights = c(0.5,0.5)) it seems to working.
When trying to add rebalance "quarters" I'm getting this error:
"Error in `[<-`(`*tmp*`, k, , value = c(0.639312209726542, 0.639312209726542 :
subscript out of bounds".
and I don't understand what is wrong.
In addition, when trying to build long-short portfolio:
Return.portfolio(r,weights = c(1,-1),verbose = T), its running but the results seems not logical.. Is there a reason for this?
thanks guys