Not known at this address

Many thanks.

On 29 May 2008, at 08:20, Yohan Chalabi wrote:

>>>>> "LL" == Linuxpower Ludo <linuxpower@hotmail.fr>
>>>>> on Wed, 28 May 2008 19:06:14 +0200
>
>
>    LL> Hi all,I am beginner and i need advices :)I expose you my
>    LL> problematic.I want use R-project software for my selection
>    LL> and weight of my systems.That is to say that I have several
>    LL> systems trading on the Forex with UT and various symbols. My
>    LL> pool of system is about >> 60 << systems available.My goal in
>    LL> r-project is to build over these 60 systems, a Long & short
>    LL> portfolio of 30 systems "only" and refresh or reoptimize
>    LL> weekly or monthly period.I do not really know how to go
>    LL> about it to find the 30 best systems for my portfolio.I
>    LL> intend to recover the daily return as a percentage of each
>    LL> system and store the result in a mysql database. (That works
>    LL> correctly)The problem that I am a little lost now..At  the
>    LL> moment i read a lot of stuff on the subject .. Efficient
>    LL> frontier, MV portfolio etc etc but for putting into practice
>    LL> is another thing :(
>    LL> Can you help me to put into practice with examples of script
>    LL> that you can use in selecting your portfolio ?
>    LL> I think used fportfolio package. This package can do that?
>    LL>
>    LL> Best Regads.
>
>
> You can find many examples in fPortfolio package in its directory
> unitTests.
>
> regards,
> Yohan
>
> -- 
> PhD student
> Swiss Federal Institute of Technology
> Zurich
>
> www.ethz.ch
> www.rmetrics.org
>
> NOTE:
> Rmetrics Workshop: http://www.rmetrics.org/meielisalp.htm
> June 29th - July 3rd Meielisalp, Lake Thune, Switzerland
>
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