Hello all - is it possible to remove the date that shows up by default in the
main title (on the right hand side) in certain charts such as chart.cumreturns,
chart.rollingperformance, chart.rollingregression, etc? The date can crowd out
and overlap with the main title on charts, particularly i
Thanks for sharing Eric. A lot of neat packages in here that I wasn’t aware of
Sent from my iPhone
> On Nov 23, 2019, at 1:36 PM, Eric Berger wrote:
>
> Hi Alec,
> Check out the CRAN task views for
> a) Empirical Finance https://cran.r-project.org/web/views/Finance.html
> and
> b) Time Series
I didn't see this in the archives anywhere but I'm curious if anyone has looked at
standard deviation cones to assess how an asset or manager is performing relative
to expectations based on longer term volatility and returns, i.e. are they
performing ahead of expectations or below. Here's a pi
Great presentation, thanks for sharing the link
Sent from my iPad
> On Mar 7, 2018, at 10:00 PM, Brian G. Peterson wrote:
>
>> On 03/07/2018 08:39 PM, Alec Schmidt wrote:
>> Thank you Brian. I searched PortfolioAnalytics.pdf for 'tracking' but didn't
>> find one. Are there any implementation e
Hello - I'm hoping someone has solved this already but I am trying to run the table.calendarreturns function in performanceanalytics for many funds and then export the data to a csv file (I'm interested in comparing monthly returns between funds). The code itself runs fine, it's the presentation i
nother
On Sep 20, 2016, at 08:33 AM, "Brian G. Peterson" wrote:
On Mon, 2016-09-19 at 23:08 +, Jason Hart wrote:
I've never been able to get portfolioanalytics to work for me. It
looks like a nice little addition to the R arsenal but we just weren't
meant to work togethe
I've never been able to get portfolioanalytics to work for me. It looks like a
nice little addition to the R arsenal but we just weren't meant to work
together. I figured what the heck I'll try this code and I got the same error
message I usually get:
Error in optimize.portfolio(R = returns,
Thanks for the response Nick. I tried your suggestions and can't seem to get
this to work. I can pull in the tickers but the problem appears to be when it
gets passed along to bdp where the tickers are not recognized. I pasted the
tickers into excel and it starts in cell A1 and ends in A100.
Hi everyone - I'm new to the forum and there is a lot of great stuff in here, I can see
the previous posts will keep me busy for a long time. I discovered the Rblpapi package
not too long ago and was wondering if there is a way to import multiple tickers rather
than typing them in manually. I
