Dear All, I have a .csv worksheet containing the following information - column A: dates (from 5/25/1999 to 5/26/2009, in chronological order) (in total there are 37 547 lines) - columns B to AH: numbers from approx -50 000 000 to 50 000 000, each representing a daily P&L. Each column represents an asset - and I am trying to optimize a portfolio of such assets line 1 is a line of headers. I have dowloaded the fportfolio package but I can't manage to make anything out of it. I think that this is due to the class of my Data Set. It is said the Data must be of class timeSeries. Hence my question : how can I transform my .csv file in an appropriate *timeSeries *class Data Set, considering how my .csv file is built? Thank you very much for your kind help, Lara -- Lara Shocron lara.shocron@gmail.com [[alternative HTML version deleted]]