Basically I was working on a portfolio return problem. The stock return is like:
AMZN <- c(0.1, 0.3, 0.4, 0.2)
BBY <- c(0.2, 0.4, 0.5, 0.3)
TGT <- c(-0.1, -0.3, -0.2,-0.5)
df1 <- data.frame(AMZN, BBY, TGT)
date <- c("2000-01-01","2000-02-01", "2000-03-01", "2000-04-01")
date <- as.Date(date, "%Y-%m-%d")
df1 <- cbind(date, df1)
xts <- xts(df1[,-1], order.by=df1[,1])
I want to use Return.portfolio(xts, weight) to calculate portfolio return. So
The weight is like
w1 <- c(0.2, 0.3, 0.1, 0.4)
w2 <- c(0.5, 0.1, 0.1, 0.3)
w3 <- c(0.1, 0.1, 0.4, 0.4)
Weights <- data.frame(w1, w2, w3)
Since there are several groups of weights assigned, I need to get multiple portfolio return. The code I tried is
for (i in colnames(Weights)){
Return.portfolio(xts, (Weights[[i]]))
}
Although R does not report any error, the only thing I got is a value which i is "w3".
I think you may need to initialize a NULL object first. Maybe something like this
Return<-NULL
for (i in 1:ncol(Weights)){
Return<- cbind(Return, Return.portfolio(xts, (Weights[[i]])))
}