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

[Mark Knecht]

On Fri, Oct 25, 2013 at 8:48 AM, Peter Carl <peter at braverock.com> wrote:
> 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 Peter,
   Yes, I think the solution, if it exists or needs to be written,
probably revolves around blotter and PerformanceAnalytics. However
every time I start looking at those things I glaze over for lack of
documentation. Nothing in there seems oriented toward teaching how to
use the packages so I was hoping maybe someone has already written
some example code of something like this:

1) Have a list of stocks & download EOD data from Yahoo for that list (Easy)
3) Read a list of transactions in any human writable format. I.e. -
I'll get the trades from my broker and enter them in some reasonable
file format.
4) Generate some simple data from those transactions: equity curve for
each stock, for the portfolio

   I suspect that if this much existed that a programmer with my
meager skills might be able to go forward. However I can't find the
starting point in the blotter or PerformanceAnalytics help pages.
Maybe I just haven't found the right page yet though.

Cheers,
Mark