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</o:shapelayout></xml><![endif]--></head><body lang=EN-US link=blue vlink=purple><div class=WordSection1><p class=MsoNormal>Ross and all,<o:p></o:p></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal>It seems that the only way to get constraints and objectives into optimize.portfolio_v2 currently is to first bundle them together in an object of class portfolio (that is produced by using portfolio.spec, add.constraint and add.objective_v2). Is that correct? If so, it does not result in the most attractive work-flow in some contexts. I think we need to have a version of optimize.portfolio that allows for separate inclusion of a constraint object and an objective object. The reason is that you often want to backtest strategies with the objective fixed and the constraints varying, and vice versa. When doing so you don’t want to have to create the combined object each time. I’m guessing this would be a fairly easy fix, i.e., keep the current behavior with portfolio with default NULL and add the capability above???<o:p></o:p></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal>Doug<o:p></o:p></p><p class=MsoNormal><o:p> </o:p></p></div></body></html>