[R-sig-finance] (no subject)

Wed Sep 29 15:52:38 CEST 2004

Hi,
I want to know how I add an axis label to my bwplot using S+,any help
will be appreciated, thanks

A

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From: r-sig-finance-bounces at stat.math.ethz.ch
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Subject: R-sig-finance Digest, Vol 4, Issue 10

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Today's Topics:

   1. POP version 2 released (Patrick Burns)
   2. Common project (Molins, Jordi)

----------------------------------------------------------------------

Message: 1
Date: Mon, 27 Sep 2004 11:36:51 +0100
From: Patrick Burns <patrick at burns-stat.com>
Subject: [R-sig-finance] POP version 2 released
To: r-sig-finance <r-sig-finance at stat.math.ethz.ch>
Message-ID: <4157ED43.1080200 at burns-stat.com>
Content-Type: text/plain; charset=ISO-8859-1; format=flowed

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")

------------------------------

Message: 2
Date: Mon, 27 Sep 2004 17:45:49 +0200
From: "Molins, Jordi" <Jordi.Molins at drkw.com>
Subject: [R-sig-finance] Common project
To: r-sig-finance at stat.math.ethz.ch
Cc: "Pfaff, Bernhard" <Bernhard.Pfaff at drkw.com>
Message-ID:

<AA0BBC8742AFFF4583B91782E958CB660FCFDD at ibfftce121.de.ad.drkw.net>
Content-Type: text/plain; charset="iso-8859-1"

Hello to everybody,

some time ago in this list, it appeared to me that some people wanted to
involve others into common projects. I want to add to this idea with a
project:

I have read in diagonal the following paper:	

 <<Waelti_Contagion_Central_Europe.pdf>>
and I find it interesting (I define "interesting" both as something
intellectually interesting and something with a possibility to be
applied to real trading). However, as many interesting things in life,
it requires to devote a lot of time implementing it. And I do not have
so much time.
However, I know that sharing efforts between people could make the
project doable.

The project, in few words, would be the following:

develop the model described in the paper, consisting mainly in the
shocks produced by US monetary policy into Central European economies.
The relationship among these economies is also of interest. And, in the
end, reproduce fully their results.

Is there somebody interested? maybe somebody has already taken a look at
the paper? or maybe somebody has worked out a similar example that could
be applied more or less directly to this one?

Since I guess everybody is pretty busy here, I suggest just to send R
code to r-sig-finance at stat.math.ethz.ch

I have not written any code yet, but if I see that there are enough
people interested, I promise to add to the project.

Rgrds and hoping to hear from the finance list soon

Jordi

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