[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.



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