Fitting distribution with R is something I have to do once in a while.A good starting point to learn more about distribution fitting with R is Vito Ricci's tutorial on CRAN. I also find the vignettes of the actuar and fitdistrplus packag...

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ConPA is an asset allocation application using the classic Markowitz approach. For the calculations the open-source statistical programming language R is used. R scripts are executed on cloudnumbers.com’s computer clusters in the Cloud and the results are displayed by ConPA frontend. ConPA allows to set the investment date of the portfolio, the target return and

Hi! My fellow useRs! I’m making a web-based R Language platform ( http://cloudst.at/ ) for my students. My aim is to decrease the learning curve of learning R and collaboration. With CloudStat, there is no more download, installation, update and mai...

Inspired by this tutorial, I thought that it would be nice to have the possibility to have access to weather forecast directly from the R command line, for example for a personalized start-up message such as the one below: Weather summary for Trieste, Friuli-Venezia Giulia: The weather in Trieste is clear. The temperature is currently 14°C (57°F). Humidity: 63%. Fortunately,...

For the past couple of days, I had been searching for a tutorial that would show how to create a custom Beamer template. I found some great resources and some really great customized templates (I have listed the ones that I referred to below) but none ...

What is important for an investor? The rate of return is at the top of the list. Does the expected rate of return shown on the mean-variance efficient frontier paints the full picture? If investor’s investment horizon is longer than one period, for example 5 years, than the true measure of portfolio performance is Geometric

CloudStat: Learn & Do R on the Cloud CloudStat is a platform to learn and do R on the Cloud. With CloudStat, there is no more download, installation, update and maintenance. CloudStat decrease the R language learning curve besides collaboration. And it...

The Omega Ratio was introduced by Keating and Shadwick in 2002. It measures the ratio of average portfolio wins over average portfolio losses for a given target return L. Let x.i, i= 1,…,n be weights of instruments in the portfolio. We suppose that j= 1,…,T scenarios of returns with equal probabilities are available. I will