[R-SIG-Finance] PnL data - PerformanceAnalytics /
Johan Palleschitz
p@||e@ch|tz @end|ng |rom out|ook@com
Wed Feb 3 18:58:09 CET 2021
Good evening all,
I have PnL data in EUR that i want use for ES, VaR calculationw/reports, as described in the documentation.
I have read the PerformanceAnalytics guideline, searched on SO but i do not find a solution that works for me.
Any suggestion or indication where i should look would be very appreciated!!
Have a nice evening!!
Regards
Johan
More information about the R-SIG-Finance
mailing list