Slides and replay for "Portfolio design, optimization and stability analysis"

January 27, 2011
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(This article was first published on Revolutions, and kindly contributed to R-bloggers)

Thanks to everyone who attended yesterday's webinar, "Portfolio design, optimization and stability analysis", presented by Diethelm Würtz of the Rmetrics Association and sponsored by Revolution Analytics, Sybase, Finance Online and NeuralTechSoft. (And thanks in particular for your patience for the last start -- in a perfect demonstration of Murphy's law a microphone failed moments before the scheduled start.)

If you couldn't make the live webinar, you missed a great overview of the capabilities of the Rmetrics suite of R packages, including some great details on new methods like portfolio ridge profile lines and using Google Motion Charts to explore portfolio sensitivities, as shown below:

Motion portfolio

But you can still catch up at the link below, where you can find the slides (PDF) and video replay (WMV format) available for download (reg. req.). 

Revolution Analytics Webinars: Portfolio design, optimization and stability analysis

 

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