Dear All,

I can't find a satisfactory answer to this so decide to post here. We wish
to possibly start using R to manage some portfolios with fairly low
frequency transactions (say a few a week in each portfolio). Currently we
have some custom stuff written in Python but I am starting an investigation
into R as it has some nice features we want to take advantage of without
reinventing the wheel.

Clearly Blotter and PerformanceAnalytics seem highly relevant. My question
is, how can I interface all my existing and new transactions into Blotter
on a daily basis so that I can rerun various measures that I need? A CSV
file would seem to do the trick but seems nasty.

Are there any real world examples (not just backtesting) that people can
point me to as to how these tools are used in practice?

Thanks in advance.
Alan

	[[alternative HTML version deleted]]

