[R-sig-finance] "portfolio" package for equity portfolio analysis

[Jeff Enos]

We would like to announce the availability of the "portfolio" package
in R for analysing equity portfolios. It is available at CRAN and will
propagate out to various mirrors in due course. To take a look, you
can:

> install.packages("portfolio")
...
> vignette("portfolio")

and play around. Those who would just like to check out an
introduction can simply look at:

http://www.kanecap.com/R/portfolio/portfolio.pdf

This is the first, very rough version of a package that we hope to
build and extend over the coming months. Our ambitions for this
project are not small. Hundreds of professionals around the world use
R for portfolio analysis but, right now, we all use our own individual
tools for doing so. That seems a shame.

Of course, one reason for the lack of cooperation is that finance is
largely a zero sum game. Every dollar that we make is a dollar that
someone else loses. But, at least when it comes to analysis tools
(rather than alpha generation). this conflict does not seem
insurmountable. We will see.

So, consider this e-mail a call for comment and cooperation. Are there
others out there who would be interested in using this package? Are
there others willing to contribute, if only in terms of bug fixes,
test cases, documentation and the like? Please let us know and, in
fact, let the whole list know.

By releasing a rough version of the package, we are especially
interested in recruiting other developers to the project. None of our
design decisions are set in stone. Serious offers to contribute will
earn a significant say in future development.

Dave Kane
Jeff Enos