[R-sig-Finance] R-SIG-Finance Digest, Vol 25, Issue 15

[Vivek Satsangi]

Hello Mr. Kane,
1. I would call the backtest package factorsBacktest, since the
"factors" are well understood by many people. Alternately "alphaTest"
-- but that's a lot less informative as a name. I agree with Herr
Doktor Maechler that "backtest" by itself seems too generic.

2. Based on the literature, portfolioSimulation  would seem to be most
informative -- e.g. the work that John Brush did (
http://www.columbinecap.com/about/ ) seems to suggest that this is
"portfolio Simulation" we are talking about. Please consider NOT
abbreviating the word "portfolio", though "portfolioSim" would work
fine as a name and be informative as well.

Vivek
On 6/20/06, r-sig-finance-request at stat.math.ethz.ch
<r-sig-finance-request at stat.math.ethz.ch> wrote:
>
> Today's Topics:
>
>    1. Re: portfolio package update and RFC on package   names
>       (Martin Maechler)
>
-- 
-- Vivek Satsangi
Rochester, NY USA