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RE: apply.paramset & applyStrategy.rebalancing [ Reply ]
By: Nathan Matare on 2016-07-11 17:35
[forum:43416]
Hello,

Has any further development come from this?

I've naively attempted to gut apply.paramset and replace applyStrategy with applyStrategy.rebalancing; however, I don't get the expected results. Namely, foreach is unable to call the function, and .combine returns, "<simpleError in results[[r$portfolio.st]] <- r: attempt to select less than one element in OneIndex>"

I'm at a loss as to why apply.paramset is unable to call applyStrategy.rebalancing. It also appears that trace() and debug() break down in foreach, and I'm unable to view the underlying issue... Any pointers/help would be greatly appreciated!

Nathan

RE: apply.paramset &amp; applyStrategy.rebalancing [ Reply ]
By: Brian Peterson on 2014-10-28 16:16
[forum:41598]
Not at the moment.

I'd be happy to discuss via email, this should be patchable, but it's not on my short term priority list, so contributions would always be welcome.

Brian

apply.paramset &amp; applyStrategy.rebalancing [ Reply ]
By: Offer Markovich on 2014-10-28 15:50
[forum:41593]
Hi,

Is there a way to use apply.paramset() and useing the applyStrategy.rebalancing?

I'm using a rebalance rule which (as I understand) works only with applyStrategy.rebalancing.

Thanks

Offer

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