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Hello, thanks to (http://timelyportfolio.blogspot.com/) and also (http://systematicinvestor.wordpress.com) the following code was published and it is running smoothly on my Windows enviroment but it is failing to perform on my MAC. #get MAImp code from GIST #thanks to http://systematicinvestor.wordpress.com #for showing me how to do this con=url("https://raw.github.com/gist/1405187/...

Hi all, I am trying to use in RStudio the latest code given in https://github.com/systematicinvestor/SIT/blob/master/R/bt.test.r, which seems to work fine but with the following warning for download limits (one for each of the tickers). I searched in options() something which could be related to this setting, w/o success. Any hint for me in order to raise or remove these limits? Where is this...

Hi, I need some help with Portfolio Optimization problem. I am trying to find the minimum variance portfolio subjected to constraints on weights like /x1< w1 <x2 x3< w2 <x4</i> I need help with solving for the minimum variance portfolio as solve.QP doesn't allow me to specify the lower boundaries. Thanks Mahesh -- View this message in context: