[R-pkgs] New version of 'portfolio' and new related packages
Jeff Enos
jeff at kanecap.com
Mon Oct 23 22:40:46 CEST 2006
A new version of package 'portfolio' is now available on CRAN. Also
available are new packages 'backtest', for basic spread-based
hypothesis testing, and 'portfolioSim', a general framework for
portfolio simulation.
Last March we wrote R-packages regarding our desire to build a suite
of tools for portfolio analytics in R:
https://stat.ethz.ch/pipermail/r-packages/2006/000171.html
Since then we've made progress by improving 'portfolio' and adding two
new packages, but are still looking for collaborators who would like
to help design, build, and test this set of tools. We hope to make
the same amount of progress in 2007 as we have in 2006.
As always, comments on design, usefulness, or any aspect of these
packages is much appreciated.
Dave Kane
Jeff Enos
More information about the R-packages
mailing list