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Copula

Copula - A Financial Think Tank. R Modules and Code Snippets. Asset Allocation and Riskmanagement.

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Copula - A Financial Think Tank. R Modules and Code Snippets. Asset Allocation and Riskmanagement.
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Copula | copula.de Reviews

https://copula.de

Copula - A Financial Think Tank. R Modules and Code Snippets. Asset Allocation and Riskmanagement.

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1

Wikifolio

http://www.copula.de/2017/03/wikifolio.html

Wikifolio und das Team um Andreas Kern haben wirklich etwas tolles geschaffen. Nicht nur aus Sicht der Anleger. Nein, auch Hobby-Asset-Managern wird ein einfacher Weg zu einem investierbaren Produkt aufgezeigt. Für ein Musterdepot mit einer geringen Handelsfrequenz (ca. alle 30 Tage) werde ich dennoch versuchen eine möglichst zeitnahe Anpassung durchzuführen, um so Möglichkeiten im Asset-Management mit taktischer Asset-Allocation aufzuzeigen. Subscribe to: Post Comments ( Atom ).

2

First mover advantage

http://www.copula.de/2014/11/first-mover-advantage.html

During my career I met many Venture Capital companies and defended our business case. It is perfectly allright to have an ambitious goal but it should be realistic and achievable. One of the things I don't buy is the existence of something labeled as first mover advantage. To me the exact opposite is true. First, if you come up with a reasonable business case you get copied instantly - talk to software producers in the b2c market - their software get's hacked before it is on the shelf for purchase.

3

Reading a Table from Yahoo Finance

http://www.copula.de/2016/12/reading-table-from-yahoo-finance.html

Reading a Table from Yahoo Finance. As you know, the composition of an Index changes over time and this script takes the Yahoo Finance page and retrieves all individual stock symbols for you and stores it in the object called tickers. I had to update my R-Version to use the RCurl package - this is required as it is a https:/ connection we would like to use. I was surprised how easy it is to parse the xml page and retrieve all the tables on the page. World=c(" GDAXI"," MDAXI"," SDAXI"," TECDAX"). Youre we...

4

Active or Passive?

http://www.copula.de/2014/04/active-or-passive.html

We all heard the story several times that active Managers are not worth the Management Fee they charge you or more nicely phrased Active Manager hardly add value. Let's assume our Active Manager is benchmarked against the DAX. We are investigating if a systematic approach can outperform a buy and hold strategy. As passive security I'm using the ishares DAX ETF (yahoo ticker EXS1.DE) and the daily OHLC from 2009-01-01 until 2013-03-31. Dax = getYahooData(ticker[1],from ,to, freq="daily", type="price",.

5

A new equilibrium

http://www.copula.de/2013/04/a-new-equilibrium.html

When I read the new book from Thilo Sarrazin a few things came to my mind. I was as concerned as Mr. Sarrazin when the no bailout rule got violated and I'm still sceptical about the long-term impact. When the EURO got introduced it was clear that this currency would not have a lender of last ressort and combined with the Maastricht Treaty for no bailouts this clearly indicated that the Banks can not declare EURO-Bonds as riskless securities anylonger. Subscribe to: Post Comments ( Atom ).

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Active or rather Passive. One of the key questions in Asset Management. Is it worth paying 2-5 % Management Fees or are passive products like ETFs the way to go. ECB and the EURO. Is Europe in trouble? What impact has the current ECB policy and more important will it work. How much science is in Financial Engineering. What can we learn from the other disciplines like pharma, medicine or automotive? We believe a lot. Ready for Tail events? Wikifolio 21 Mar 2017. Für ein Musterdepot mit einer geringen Hand...

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