PerformanceAnalytics (version 2.0.4)

weights: Selected Portfolio Weights Data

Description

An xts object that contains columns of monthly weights for a subset of the EDHEC hedge fund indexes that demonstrate rebalancing portfolios through time.

Note that all the EDHEC indices are available in edhec.

Usage

managers

Format

CSV conformed into an xts object with monthly observations

Details

A relatively random weights file used for charting examples.

Examples

# NOT RUN {
data(weights)

#preview the data
head(weights)

# }