data
date HS300 bond gold steel
1 2011-08-31 0.023428244 0.090433870 0.201604613 0.103813394
2 2011-09-30 -0.149604578 -0.089254547 -0.080632033 -0.128704988
3 2011-10-31 -0.305862289 -0.138308348 -0.336365530 -0.387056128
4 2011-11-30 0.337464355 0.215651357 0.351889347 0.322411937
5 2011-12-31 -0.098211187 0.057542670 -0.055485240 0.021961793
6 2012-01-31 -0.387962614 -0.297235414 -0.383928541 -0.368095460
7 2012-02-29 0.395260006 0.210060293 0.389509401 0.339998446
8 2012-03-31 0.063381634 0.091940317 0.008862721 0.058282268
9 2012-04-30 -0.265644739 -0.189271408 -0.276226667 -0.255638393
10 2012-05-31 0.281991981 0.156584826 0.222587565 0.209228339
11 2012-06-30 -0.135922313 -0.087777100 -0.080618240 -0.101995918
12 2012-07-31 0.045082950 0.100165648 0.092478809 0.051434496
13 2012-08-31 0.005938342 0.041997807 0.067832049 -0.027769779
14 2012-09-30 -0.168275432 -0.096150412 -0.078215049 -0.176053595
15 2012-10-31 -0.086124579 -0.153433175 -0.121347594 -0.059096410
16 2012-11-30 0.163357580 0.202673530 0.187228801 0.184477421
17 2012-12-31 0.005031624 -0.045006976 -0.070648298 -0.004177370
18 2013-01-31 0.055797171 0.050979492 -0.055398705 0.018463056
19 2013-02-28 -0.247969892 -0.252940495 -0.313839611 -0.277900584
20 2013-03-31 0.293407296 0.214254639 0.311720707 0.274731263
21 2013-04-30 -0.193234187 0.007391304 -0.232700467 -0.194432810
22 2013-05-31 0.235485592 0.051939712 0.141561575 0.156305979
23 2013-06-30 -0.337093354 -0.148963667 -0.309815281 -0.287215414
24 2013-07-31 0.242102768 0.189334192 0.262153697 0.332964182
25 2013-08-31 -0.010708042 -0.054494832 -0.003538624 -0.011531103
26 2013-09-30 -0.098939368 -0.053518729 -0.145994196 -0.170198896
27 2013-10-31 -0.052990685 -0.102577524 -0.082799140 -0.088703044
28 2013-11-30 0.134417850 0.083749576 0.120090468 0.144436268
29 2013-12-31 0.044411391 0.043441528 0.005902202 0.051250453
30 2014-01-31 -0.110449128 0.002746886 -0.038892065 -0.099021142
31 2014-02-28 -0.261572728 -0.244904130 -0.226336614 -0.298623655
32 2014-03-31 0.226342899 0.217530330 0.296694050 0.212009240
33 2014-04-30 0.026169111 0.005141253 -0.018200711 0.005742721
34 2014-05-31 -0.074329716 0.016250884 -0.051794718 -0.103077274
35 2014-06-30 0.001011005 -0.036069944 -0.008699663 -0.026323461
36 2014-07-31 0.164677671 0.135903947 0.159350778 0.145808530
37 2014-08-31 -0.027144469 -0.086746335 -0.108294944 -0.111669009
38 2014-09-30 0.029284560 0.055238228 -0.045542983 -0.102138522
39 2014-10-31 -0.144413839 -0.127589792 -0.167675905 -0.195299966
40 2014-11-30 0.163599172 0.071713458 0.056907839 0.085140836
41 2014-12-31 0.365821580 0.135734938 0.172934590 0.153878819
42 2015-01-31 -0.052508630 -0.079681799 -0.090181034 -0.150709761
43 2015-02-28 -0.317034420 -0.200630408 -0.292095848 -0.296501689
44 2015-03-31 0.467786112 0.253779250 0.337367030 0.346577036
45 2015-04-30 0.135251939 -0.047835388 -0.045923951 -0.119538964
46 2015-05-31 0.011804985 -0.037469590 -0.051416551 -0.030181536
47 2015-06-30 0.093282183 0.050135869 0.032943629 0.009054549
48 2015-07-31 -0.125929769 0.097596308 0.045768985 -0.026969173
49 2015-08-31 -0.167979799 -0.085187961 -0.082219600 -0.108652759
50 2015-09-30 -0.172881647 0.006839663 -0.040331262 -0.109164086
51 2015-10-31 -0.100595345 -0.143416327 -0.137475859 -0.215063872
52 2015-11-30 0.273207774 0.155301113 0.147139153 0.159779632
53 2015-12-31 0.094268644 0.103492529 0.087547176 0.066475697
54 2016-01-31 -0.299816671 -0.129278198 -0.101092794 -0.081456365
55 2016-02-29 -0.281492789 -0.104707787 -0.150109081 -0.176326640
56 2016-03-31 0.403328877 0.250103944 0.394411839 0.481482510
57 2016-04-30 -0.111911731 -0.140127857 -0.144297921 0.012899303
58 2016-05-31 0.014048489 0.047770226 0.067129753 -0.088547485
59 2016-06-30 -0.039195223 0.003324741 -0.026383555 -0.044110831
ts <- as.timeSeries(data)
fron <- portfolioFrontier(ts)
fron
Title:
MV Portfolio Frontier
Estimator: covEstimator
Solver: solveRquadprog
Optimize: minRisk
Constraints: LongOnly
Portfolio Points: 5 of 49
Portfolio Weights:
HS300 bond gold steel
1 0.0000 0.0204 0.0000 0.9796
13 0.0000 0.2653 0.0000 0.7347
25 0.0000 0.5102 0.0000 0.4898
37 0.0000 0.7551 0.0000 0.2449
49 0.0000 1.0000 0.0000 0.0000`
请问错误出在哪里,weights明显少了0 0 0 1这一个,默认的50个点也只有49个