[R-sig-finance] [R] [R-pkgs] New package 'portfolio' (Dirk Eddelbuettel)

Vivek Satsangi vivek.satsangi at gmail.com
Wed Mar 8 14:15:37 CET 2006

I volunteer to help with this effort. I am new to R, but I have some
background in C/C++/Java (rusty, however). I also have the impediement
of having only small measure of a clue ;-) since I am also brand new
to finance.

If someone can guide me on the "here is what we want you to do", I am
happy to bang my head against the code. I am most interested in the
work to add "real world" constraints (not just linear rules) to the
POP optimizer as a way to validate known anomaly research.

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


More information about the R-sig-finance mailing list