[R-SIG-Finance] Statistical analysis

Ron Michael ron_michael70 at yahoo.com
Sat Dec 22 19:49:02 CET 2012

Hi all, I employed in a company which actively trades on various stocks, currency etc. Assuming those entire trading activities as a single portfolio, this portfolio's components are fixed (i.e. the constituent assets) however there are daily buy, sell happen on those assets.
I was asked to provide Statistical insight on this portfolio, over last month.
Can friends here give me some suggestions what should I put on such analysis? I am really looking for some bang therefore just do not want to create some mere time series of this portfolio's returns and VaR estimates!
Thanks for your inputs.

More information about the R-SIG-Finance mailing list