Hi all,

I am also looking for interesting statistical experiments about testing and
estimating CAPM, APT, Fama models, etc. using R using financial series
data... please give me some pointers... I have been searching the R archives
for the past a few hours and I vaguely got to know that there are programs
do these interesting statistical things, but I just could not find where are
they...

I have found for Matlab there are quite a few interesting experiments that I
can play with:

http://www.mathworks.com/products/finance/demos.html?file=/products/demos/shipping/finance/capmdemo.html

But I really hope R can give me more resources and more functionalities esp.
considering it is an open source and open platform among statisticians...

Thanks a lot!

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