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Crumbs – Crumbs of Finance, Banking and Occasionally Something Else

Crumbs of Finance, Banking and Occasionally Something Else

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Crumbs – Crumbs of Finance, Banking and Occasionally Something Else | finbloggers.wordpress.com Reviews

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Crumbs of Finance, Banking and Occasionally Something Else

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The Efficient Frontier with PortfolioAnalytics – Part II – Crumbs

https://finbloggers.wordpress.com/2016/04/13/the-efficient-frontier-with-portfolioanalytics-part-ii

Crumbs of Finance, Banking and Occasionally Something Else. R for Finance Series. The Efficient Frontier with PortfolioAnalytics – Part II. April 13, 2016. April 13, 2016. Learning R For Finance – Post 25. Continued from this post. Now we chart the weights by asset and by group along the efficient frontier. Remember that group 1 is composed by bond ETFs while group 2 is composed by equity and commodity ETFs. Learning R For Finance. With these posts I just wish to share my experience in learning how to us...

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R Student – Crumbs

https://finbloggers.wordpress.com/author/fceci

Crumbs of Finance, Banking and Occasionally Something Else. The Efficient Frontier with PortfolioAnalytics – Part III. May 23, 2016. Learning R For Finance – Post 26. Continued from this post. We follow up on our previous example to compute the portfolio efficient frontier in the mean-CVaR space. The CVaR (conditional value at risk) is also sometimes called expected shortfall (ES) or expected tail loss (ETL). In this post, these terms are interchangeable. This is the code:. Initialize the portfolio;.

3

It’s not too HaRd! – Crumbs

https://finbloggers.wordpress.com/2015/11/28/its-not-too-hard

Crumbs of Finance, Banking and Occasionally Something Else. R for Finance Series. It’s not too HaRd! November 28, 2015. December 1, 2015. Learning R For Finance – Post 1. This post is the first of a series about the use of R in finance. The series does not aim to teach the basics of R language per se. For those who start from scratch, R is an implementation of an older statistical programming language called S and it is a programming language essentially aimed at statistical computing and graphics, origi...

4

Folder Structure – Crumbs

https://finbloggers.wordpress.com/2015/11/30/folder-structure

Crumbs of Finance, Banking and Occasionally Something Else. R for Finance Series. November 30, 2015. January 20, 2016. Learning R For Finance – Post 3. In this series, we assume that the following folder structure exists on the computer:. C: My Programs R Finance. The folder where all programs, functions and binary data are stored;. C: My Programs R Finance stocks. The subfolder where some stock prices usually downloaded from Yahoo Finance are stored;. C: My Programs R Finance etf. C: R Finance data.

5

Crumbs – Page 2 – Crumbs of Finance, Banking and Occasionally Something Else

https://finbloggers.wordpress.com/page/2

Crumbs of Finance, Banking and Occasionally Something Else. Charting and Backtesting with quantstrat. February 20, 2016. March 8, 2016. Learning R For Finance – Post 23. A more complete backtesting package for custom made investment rules (or trading strategies) is quantstrat. That, although still under development, provides the analyst with many different options [1]. The package quantstrat is available on R-Forge. And it must be installed with the following command:. The listing uses the custom function.

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AadilGanaie | AadilGanaie (HCU)

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WORK TO PROMOTE HUMAN WELFARE IN A REAL MANNER. Skip to primary content. Skip to secondary content. January 11, 2017. December 27, 2016. God has bestowed us an expandable memory. We kudos the tech oriented pieces and never approve our hidden store. We come in contact with a lot of dilemmas and dualities. We face. December 9, 2016. Going Back to Past. November 13, 2016. November 11, 2016. We are bestowed with a thoughtful mind. Waves flow in and out. Tension rises like a tide. And having all t...Where Str...

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Crumbs of Finance, Banking and Occasionally Something Else. The Efficient Frontier with PortfolioAnalytics – Part III. May 23, 2016. Learning R For Finance – Post 26. Continued from this post. We follow up on our previous example to compute the portfolio efficient frontier in the mean-CVaR space. The CVaR (conditional value at risk) is also sometimes called expected shortfall (ES) or expected tail loss (ETL). In this post, these terms are interchangeable. This is the code:. Initialize the portfolio;.

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