Portfolio Optimization going wrong (GA)

General
,
1 
library("quantmod")
myStocks <- c("AAPL", "PLTR", "TSLA", "SBUX", "BA", "SLV", "GDX", "ATVI", "BAC")
getSymbols(myStocks, src="yahoo", from="2020-01-01", to="2022-01-01")

myRetData <- data.frame(as.xts(merge(dailyReturn(AAPL), dailyReturn(TSLA), dailyReturn(SBUX), 
                                     dailyReturn(BA), dailyReturn(SLV), dailyReturn(PLTR), 
                                     dailyReturn(GDX), dailyReturn(ATVI), dailyReturn(BAC))))
colnames(myRetData) <- myStocks
myRetData

My issue is that SLV return values all appear as N/A. If I change the year from 2020 - 2022 to 2021-2022 everything works fine but for some reason it won't work over a two year time frame. If I remove SLV from the portfolio, a different column (eg - BA) will change all the return values to N/A instead. Is there any way around this and what is wrong with my code? Thanks for any help

2

you will find it hard to diagnose your issue because the order you list and name your stocks

myStocks <- c("AAPL", "PLTR", "TSLA", "SBUX", "BA", "SLV", "GDX", "ATVI", "BAC")

differs from how you collect the data

dailyReturn(AAPL), dailyReturn(TSLA), dailyReturn(SBUX), 
                                     dailyReturn(BA), dailyReturn(SLV), dailyReturn(PLTR), 
                                     dailyReturn(GDX), dailyReturn(ATVI), dailyReturn(BAC)

and later

colnames(myRetData) <- myStocks
3

Wow, it was that simple. Thanks for your help!

4

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