[R-SIG-Finance] Simple portfolio management - anything in R?

[Peter Carl]

Consider blotter, which is specifically for calculating P&L from trades
and prices (for generating returns for analysis in PerformanceAnalytics).

install.packages("blotter", repos="http://R-Forge.R-project.org")

pcc
-- 
Peter Carl
http://www.braverock.com/peter

> Hi,
>    Really unformed question here. Sorry about that but I'm just poking
> around looking for answers/ideas. Thanks in advance.
>
>    In the last year I've put some money in some a few managed accounts
> for long term investing. Current these accounts hold 70-80 different
> stocks & ETFs. While the investments themselves are going OK I'm not
> very happy with the information the brokers give me in terms of how
> the portfolios are doing against their respective benchmarks. To that
> end I'm starting looking around for how I could get a little better
> view.
>
>    In the 1980s I suppose I might have been doing a very simple
> version of this in Quicken, but that program seems quite disliked by
> people who buy it on Amazon. Additionally, I'm Linux-based and find it
> distasteful to spend money on M$ Windows apps VM unless they are
> really good at what they do.
>
>    I suspect the professional folks use tools that the rest of us
> never will. Things from Bloomberg or the like. There's also a lot of
> online portfolio trackers. Maybe one of them is actually good but I
> haven't found it yet and I'm reticent to put too much private info on
> yet another web site.
>
>    This whole area seems like a natural for something done in R. Maybe
> keep the trades in an Excel spreadsheet or CSV file and then load them
> into R, get data from Yahoo, create graphs, do correlations, etc.
>
>    Does anything like this exist? Or am I wrong headed and there's a
> better way to do this?
>
>    I'm not thinking of much more than an account balance, trade info -
> date, number of shares, prices, etc., and then aggregate the results
> into a few numbers for the portfolio.
>
>    Comments?
>
> Thanks,
> Mark
>
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