ES calculation produces unreliable result (inverse risk) for column: 1
问题 I keep getting this error: ES calculation produces unreliable result (inverse risk) for column: 1 message when using DEoptim . Maybe I am overlooking something so I need some help figuring this out. I have searched across the web but cant seem to find the answer. I have a xts object called RETS containing 127 rows and 4 columns which have log returns: library("quantmod") library("PerformanceAnalytics") library("DEoptim") e <- new.env() getSymbols("SPY;QCOR;CLNT;SRNE", from="2007-06-30", to=