title: Multi-currency portfolios and accounts with R Blotter and quantstrat
body: <p>What is the best methodology for modelling with several currencies in the account and securities with different currency denominations in a portfolio?</p>
  
  <ol>
  <li>Is it best to keep portfolios and accounts single currency? Will
  blotter then handle fx when needed and how do you load fx rates to
  .blotter?</li>
  <li>Alternatively can accounts be multi-currency with multi-currency
  equity amounts?</li>
  </ol>
  
  <p>I'm happy to play around with the details but could really do with advice on the general approach from a blotter expert.</p>
  
  <p>Apologies if this has been covered elsewhere. I searched and couldn't find it.</p>
  
  <blockquote>
    <p>Example:
    A universe of 5 stocks in USD and 5 stocks in EUR. Create a strategy that trades the 5 highest % EUR returns in last 3 months (i.e. USD stock return is both stock and fx return).</p>
  </blockquote>