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Instead of wild guesses about R's/python's future in the community, here some facts: The following query on StackExchange Data Explorer counts the number of questions that have <r> or <python> tags. If you scroll down on one of the three webpages provided below, you can see a graph with data on a monthly basis. You can easily run this query on ...


4

You're setting an option, not an override. Your code works fine if you replace names(overrides.px) = "periodicity" px = bdh(securities = indices,fields = "px_last",start.date = start.dt,end.date = end.dt, overrides = overrides.px) with names(overrides.px) = "periodicitySelection" px = bdh(securities = indices,fields = "px_last",start.date = ...


4

At first we considered it to be a bug where the overrides does not propagate correctly. Edit: Here is a corrected examples, thanks to @Sid. Setting it as an options field works: library(Rblpapi) blpConnect() ## initalize data import end.dt <- Sys.Date() start.dt <- end.dt - 100 # keep it simple for example index.growth <- "MXUS000G Index" ...


2

When position = 1, then you are long the S&P ETF. When position is -1, your portfolio consist of a short position of -1 S&P ETF. You will therefore have a vector like $Pos = (1,1,1,1,1,-1,-1,-1,-1,1,1,1,-1,-1,-1, \ldots)$, that will give you the evolution of your portfolio. Your returns are then the daily returns on the S&P multiplied by your ...


2

First and foremost you are using bad data. min(data) gets me -3.67 (it's random remember) which would be -367% as in the position went bankrupt and took out two other ones (could be possible in a levered porftolio). However for the sake of an reproducible answer lets use the edhec data set, very little changes to your original code need to be done. ...



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