# Tag Info

1

You cannot add a date column to an object returned by getSymbols or get.hist.quote. These function return matrices. Matrices can only store data of the same type, in this case the matrices contain double values (real numbers). You can add a column of class Date to the objects if you transform them into a data frame: For getSymbols: library(quantmod) ...

0

For Windows desktop, we can offer the best rendering performance for real-time data, with LightningChart toolkit. It's compatible with WPF and WinForms. It's not free though, but a solution for creating state-of-the-art financial applications. The rendering takes place in GPU, with low-level Direct3D code of ours. We don't use WPF's own graphics at all ...

0

The approach of reflecting is expensive, since the $d$-simplex has $d$ maximal faces, all of which have to be checked for intersection at each step. Additionally, if the random walk moves into a corner, the number of moves which have to be discarded can become very high. Depending on the configuration of the constraints this could well be your best solution. ...

4

Have a look at fPortfolioBacktest. An example can be found here: https://r-forge.r-project.org/scm/viewvc.php/pkg/fPortfolioBacktest/man/portfolioBacktesting.Rd?view=markup&revision=4086&root=rmetrics Edit: you may want to try backtestPlot(smoothedPortfolios) to visualise the strategy performance.

Top 50 recent answers are included