[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



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