[R-sig-finance] POP version 2 released

[Patrick Burns]

Version 2 of POP Portfolio Construction Suite has just been released.
This runs under both R and S-PLUS, and there is a license fee for it.

What undoubtedly will become the most important feature is the ability
to generate random portfolios that obey a set of constraints but pay no
heed to the utility.  These can be used sort of like a bootstrap or a
permutation test.  The POP User's Manual (freely available on the Burns
Statistics website) has a few ideas on how they can be used.  The
working paper "Does my beta look big  in this?", also on the website,
is an example of using them to test the efficacy of constraints.

This forum seems like a likely source of further ideas of how they can be
used.

Patrick Burns

Burns Statistics
patrick at burns-stat.com
+44 (0)20 8525 0696
http://www.burns-stat.com
(home of S Poetry and "A Guide for the Unwilling S User")