[R-SIG-Finance] R-project and the risk measurement for mutual and hedge funds

[Sylvain BARTHELEMY]

Hi Fabrice,

As a risk and performance analyst, I think that PerformanceAnalytics is a
must have, as it provides wrappers for many usefull functions for portfolio
risk management.

Regards.

---
Sylvain Barthélémy
Head of Quantitative Research, TAC
www.tac-financial.com | www.sylbarth.com


-----Message d'origine-----
De : r-sig-finance-bounces at stat.math.ethz.ch
[mailto:r-sig-finance-bounces at stat.math.ethz.ch] De la part de Fabrice
McShort
Envoyé : mercredi 6 juin 2007 10:24
À : r-sig-finance at stat.math.ethz.ch
Objet : [R-SIG-Finance] R-project and the risk measurement for mutual and
hedge funds

Hi,
 
I am a new user of R project!
 
As Risk and Performance Analyst, I would like to know the packages I must
download. Could somebody kindly tell me if R project is very easy and
appropriate in the risk measurement of mutual and hedge funds?
 
Thanks in advance!
 
Fabrice Mcshort
_________________________________________________________________

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