[R-SIG-Finance] R-SIG-Finance Digest, Vol 154, Issue 10
Joe W. Byers
ecjbosu at aol.com
Tue Mar 21 13:36:11 CET 2017
Kshitij,
I am not an expert either, just digging in to the cloud. But AWS does
have security built in to it. You can select a linux server flavor, add
users, create a S2 data buckets. Then generate keys for accessing the
server and a buckets that can be shared with the client. The R code
would be a questions, but if a configured script or web interface is
built, the client would not see the code.
I am not sure if this would work. This is kinda off topic for this
list. If you or the list want, we can take it offline.
Joe
On 03/21/2017 08:27 AM, Kevin Dhingra wrote:
> Hi Joe,
>
> Sure that is a valid point. We spin up EC2 instances all the time and
> it works well with R. For this particular problem, we are working with
> a proprietary algorithm that we do not feel comfortable with putting
> on AWS as the client needs to have access to the server we work on for
> providing their in house data on a real time basis and potentially run
> our application without looking at our code. Not an expert on cloud
> computing services but my understanding is that such an architecture
> is not possible via AWS.
>
> Regards,
> Kshitij Dhingra
>
>
> On Tue, Mar 21, 2017 at 8:03 AM, Joe W. Byers via R-SIG-Finance
> <r-sig-finance at r-project.org <mailto:r-sig-finance at r-project.org>> wrote:
>
> On 03/21/2017 07:00 AM, r-sig-finance-request at r-project.org
> <mailto:r-sig-finance-request at r-project.org> wrote:
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> > Today's Topics:
> >
> > 1. random portfolios (Kevin Dhingra)
> > 2. Re: random portfolios (Brian G. Peterson)
> > 3. Re: random portfolios (Kevin Dhingra)
> > 4. Re: random portfolios (Ross Bennett)
> > 5. Re: random portfolios (Kevin Dhingra)
> > 6. Re: random portfolios (Brian G. Peterson)
> > 7. Re: random portfolios (Kevin Dhingra)
> > 8. Re: random portfolios (frednovo at pipeline.com
> <mailto:frednovo at pipeline.com>)
> > 9. Re: random portfolios (Brian G. Peterson)
> >
> >
> >
> ----------------------------------------------------------------------
> >
> > Message: 1
> > Date: Mon, 20 Mar 2017 15:09:33 -0400
> > From: Kevin Dhingra <kevin.dhingra at appliedacademics.com
> <mailto:kevin.dhingra at appliedacademics.com>>
> > To: r-sig-finance at r-project.org <mailto:r-sig-finance at r-project.org>
> > Subject: [R-SIG-Finance] random portfolios
> > Message-ID:
> >
> <CAG1eqLZm9ZrTgjMBL0FL8LUQXLoYffibR0CKOnLA96Fu5O_N0g at mail.gmail.com
> <mailto:CAG1eqLZm9ZrTgjMBL0FL8LUQXLoYffibR0CKOnLA96Fu5O_N0g at mail.gmail.com>>
> > Content-Type: text/plain; charset="UTF-8"
> >
> > Hello everybody,
> >
> > I have been using the random_portfolios function from the
> > `PortfolioAnalytics` package to simulate the range of
> possibilities for
> > return paths at each step under various portfolio constraints /
> mandates
> > for evaluating mutual fund managers. As more managers are added
> to the
> > universe, however, and more simulations are needed, the pure R
> > implementations get pretty heavy and hard to scale. I was
> wondering if
> > there has been any work out there thus far on implementing any
> of the three
> > random portfolio generation methods (sample, simplex, and grid
> search) at a
> > lower level, using something like `Rcpp` to enhance the
> efficiency of these
> > algorithms?
> >
> >
> > Any help/feedback is much appreciated.
> >
> > Thank you,
> >
>
> All,
>
> From a purely computing technical point, has anyone thought of
> spinning
> up an amazon E2 or gcloud server with R and other required
> software and
> packages installed? Then running the algorithms there. You can create
> a image of the installation, modify the server power as needed,
> all for
> a small charge. I spun one up on amazon few weeks ago testing, R on
> it. played with it for a couple of hours and then terminated it after
> saving the image. It cost me 2 cents. Another alternative to the
> amazon image is a docker image that is cross platform compatible.
>
> This would allow for multi-threading on demand as well as easy memory
> expansion, so this might scale for you.
>
> Just a side thought.
>
> Joe
>
>
> --
> *Joe W. Byers*
>
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>
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> --
> Kshitij Dhingra
> Applied Academics LLC
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--
*Joe W. Byers*
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