[R-SIG-Finance] Wrapper for Barra Aegis

Manoj manojsw at gmail.com
Thu Jul 1 09:49:43 CEST 2010

Hello All,
         This question related to MSCI Barra Optimization software
used by analyst for portfolio optimization/back-testing.

         Has anyone seen or written a wrapper to Barra API library so
as to carry portfolio optimization/backtesting within R?  I tried
searching on R Forge/CRAN Task view for Empirical finance but without
luck hence a question to the list.

         Any help/pointers would be greatly appreciated.



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