[R-SIG-Finance] making sense of 100's of funds
sf at metrak.com
Sat Aug 11 04:37:49 CEST 2007
This is a bit of an open question but the fund manager my super with has
over two hundred funds I can move my investment around in.
Using R I typically focus on a handful of funds, plotting MACD's and and
just relying on visualisation methods like that but I was hoping for
some pointers on more objective measures re risk, return that are
practical to apply to several hundred investment funds. To be fair,
many of the funds are "me too" so it wouldn't hurt to cull this to a
significantly smaller set.
I have some code which downloads the daily fund entry and exit prices
into an sqlite database which I read directly with R.
Any tips for me (an engineer not a statistician) would be most appreciated.
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