[R-sig-finance] [R] [R-pkgs] New package 'portfolio'

Dirk Eddelbuettel edd at debian.org
Tue Mar 7 17:32:46 CET 2006


FYI -- maybe the audience on this list would have follow-up and comment?

Dirk

On 6 March 2006 at 13:21, Jeff Enos wrote:
| We would like to announce the availability of the 'portfolio' package
| in R for analysing equity portfolios.  Version 0.2-0 is now available
| on CRAN.  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
| 
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