fPortfolioBacktest

Andrew Ellis andrew.ellis at rmetrics.org
Tue Aug 24 14:28:57 CEST 2010


Hi Sébastien,

1) Please send corrections to books at rmetrics.org

2) You can download fPortfolioBacktest from Rforge:
https://r-forge.r-project.org/R/?group_id=156

to install:
install.packages("fPortfolioBacktest", repos="http://R-Forge.R-project.org")

3) There will be a major update to Portfolio optimisation later this year.

regards,
Andrew

On 20 Aug 2010, at 15:10, Seb Didi wrote:

> Hello
> 
> I have bought and read the ebook Port Optimization with R Metrics and I have 
> some questions:
> 
> 1) Where could I send a list of corrections I found (in the book or in the 
> programs)?
> 
> 2) Where can I find the library fPortfolioBacktesting described in part IV? (it 
> is not available on Cran or Rmetrics)
> 
> 3) When do you plan to make the next ebook "Advanced Portfolio Optim" available?
> 
> Thanks in advance
> Kind regards
> 
> Sébastien Dirren
> 
> 
> 
> 	[[alternative HTML version deleted]]
> 
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