create a sequence of possible weights for random or brute force portfolios
This function creates the sequence of min<->max weights for use by random or brute force optimization engines.
generatesequence(min = 0.01, max = 1, by = min/max, rounding = 3)
min |
minimum value of the sequence |
max |
maximum value of the sequence |
by |
number to increment the sequence by |
rounding |
integrer how many decimals should we round to |
The sequence created is not constrained by asset.
Peter Carl, Brian G. Peterson
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