albertosantini / node-finance Goto Github PK

Hello Alberto,
Great work. Thanks a lot.
I'm wondering how to get the optimum for a long/short portfolio.
I checked out portfolioOptim( x, pm, lows, highs )
with the lows vector set to [ -1, -1, -1 ],
but I didn't get a solution.
Can portfolioOptim() calculate long/short portfolios ?
How to call it ?
Thanks.
Ulrich

Hi Alberto,

Great repo, thanks a lot.
The only reason, why I cannot use it, is the error:
"matrix D in quadratic function is not positive definite!".
I tried applying node-finance to normal stock portfolios.
I think, I should not be the only one having this issue.
Do you get this message as well ?
Is it a principal problem,
or is there any work around ?
I think you took the approach from R.
Does R have the same issue ?
Are there alternative NodeJS solutions ?

Thanks in advance