[R] [R-pkgs] New version of 'portfolio' and new related packages

From: Jeff Enos <jeff_at_kanecap.com>
Date: Mon 23 Oct 2006 - 20:40:46 GMT


A new version of package 'portfolio' is now available on CRAN. Also available are new packages 'backtest', for basic spread-based hypothesis testing, and 'portfolioSim', a general framework for portfolio simulation.

Last March we wrote R-packages regarding our desire to build a suite of tools for portfolio analytics in R:

https://stat.ethz.ch/pipermail/r-packages/2006/000171.html

Since then we've made progress by improving 'portfolio' and adding two new packages, but are still looking for collaborators who would like to help design, build, and test this set of tools. We hope to make the same amount of progress in 2007 as we have in 2006.

As always, comments on design, usefulness, or any aspect of these packages is much appreciated.

Dave Kane
Jeff Enos



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