Re: [R] portfolioBacktest in fPortfolio

From: Yohan Chalabi <chalabi_at_phys.ethz.ch>
Date: Mon, 28 Mar 2011 03:15:50 +0200

>>>> "LFP" == Luis Felipe Parra <felipe.parra_at_quantil.com.co>
>>>> on Mon, 28 Mar 2011 09:10:33 +0800

   LFP> Hello. I am trying to use the portfolio backtesting function
   LFP> in fPortfolio
   LFP> package, but I don't now why in my version of fPortfolio I
   LFP> don't have either
   LFP> the portfolioBactest nor the portfolioBacktesting
   LFP> functions. Does anybody
   LFP> knows what might be going on?
   LFP>
   LFP> thank you
   LFP>
   LFP> Felipe Parra



Hi Luis,

You can find fPortfolioBacktest on R-forge (https://r-forge.r-project.org/projects/rmetrics/).

HTH,
Yohan

-- 
PhD candidate
Swiss Federal Institute of Technology
Zurich

www.ethz.ch

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Received on Mon 28 Mar 2011 - 01:18:49 GMT

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