matrix D in quadratic function is not positive definite! about node-finance HOT 1 CLOSED

Thanks for the feedback.

finance package uses, behind the scenes, to optimize the portfolio a quadratic programming approach,
implemented by quadprog module.

quadprog module is a porting from R package quadprog
It solves the quadratic programming problem only when the matrix D is positive definite.

You may give a look at conpa, an asset allocation web app, to use correctly it.

The figures are always double checked against R package quadprog, used in the method portfolio.optim of the R package tseries.

It is an issue only if the figures are different from R implementation.
So, using the same inputs, you should obtain the same results with node-finance and portfolio.optim in R.

from node-finance.