331 search results for "portfolio analysis"

New Course: Introduction to Portfolio Analysis in R

August 2, 2016
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New Course Announcement: Introduction to Portfolio Analysis in R One golden rule in investing is to always test your portfolio strategy on historical data. Then, you should constantly monitor the strategy's performance after you begin trading. In thi...

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Investment Portfolio Analysis with R Language

May 22, 2013
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R has a wide application in finance analysis areas such as time series analysis, portfolio management, and risk management, with its basic functions and many professional packages in Finance. In this article, we will demonstrate how to

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Teipei, July 4-6, 2011 – Financial Optimization and Advanced Portfolio Analysis

April 10, 2011
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(This article was first published on Rmetrics blogs, and kindly contributed to R-bloggers) To leave a comment for the author, please follow the link and comment on their blog: Rmetrics blogs. R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: Data science, Big Data, R jobs, visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave,...

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Functions for portfolio analysis

December 11, 2008
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Functions include:1. efficient.portfolio      compute minimum variance portfolio subject to target return2. globalMin.portfolio      compute global minimum variance portfolio3. tangency.portf...

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Structural Arb Analysis and Portfolio Management Functionality in R

September 30, 2014
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Structural Arb Analysis and Portfolio Management Functionality in R

I want to use this post to replicate an article I found on SeekingAlpha, along with demonstrating PerformanceAnalytics’s ability to … Continue reading →

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

January 27, 2011
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Slides and replay for "Portfolio design, optimization and stability analysis"

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...

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January 26, 2011 – Portfolio Webinar about Portfolio Design, Optimization and Stability Analysis

January 25, 2011
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(This article was first published on Rmetrics blogs, and kindly contributed to R-bloggers) To leave a comment for the author, please follow the link and comment on their blog: Rmetrics blogs. R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: Data science, Big Data, R jobs, visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave,...

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Webinar on Portfolio Design, Optimization and Stability Analysis, Jan 26

January 14, 2011
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We're very excited to host a new webinar from some of the leading researchers in portfolio design: Diethelm Würtz and Mahendra Mehta for the Rmetrics Association. This webinar will give an overview on current and recent developments and tools for portfolio design, optimization and stability analysis with the R/Rmetrics software environment. This webinar will review content available in the...

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Portfolio Correlation Analysis Tool

April 14, 2010
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Andrew Ilardi presents R project that analyzes a list of stocks to the NYC R Statistical Programming Meetup on April 8, 2010. Andrew's tool reaches out to the web to pull historical stock prices, then plots Quarter over Quarter correlations and a yea...

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tidyquant: New Tools for Performing Financial Analysis within the Tidy Ecosystem

tidyquant: New Tools for Performing Financial Analysis within the Tidy Ecosystem

In advance of upcoming Business Science talks on tidyquant at R/Finance and EARL San Francisco, we are releasing a technical paper entitled “New Tools For Performing Financial Analysis within the ‘Tidy’ Ecosystem”. The technical paper covers an...

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