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seen Jul 23 at 3:01

Jan
2
revised How can I go about applying machine learning algorithms to stock markets?
fixed markup for xi (and clarified iid because system requires "Edits must be at least 6 characters")
Jan
2
suggested approved edit on How can I go about applying machine learning algorithms to stock markets?
Jan
2
comment How can I go about applying machine learning algorithms to stock markets?
Shane, great answer below but I also think this is a great question here since I'm sure every quant here at sometime pondered about this at some time. Unlike the 'develop strategy' link, this is more generic and widely helpful (judging from the votes too).
Dec
29
awarded  Editor
Dec
29
awarded  Scholar
Dec
29
accepted Determining portfolio risk return in R given historical data for individual holdings?
Dec
29
revised Determining portfolio risk return in R given historical data for individual holdings?
clarified that it's for a given portfolio, not finding the efficient frontier
Dec
29
comment Determining portfolio risk return in R given historical data for individual holdings?
Yup, it is simple in theory and I was expecting it to be simple in code too. I was actually expecting 3-4 lines of R code as the answer :) ... It's not the theory, it's the R syntax we're unfamiliar with (as well as integrating it with our C# based systems). But those more complex issue are questions for another day. Thanks and happy new year!
Dec
29
comment Determining portfolio risk return in R given historical data for individual holdings?
Those are all for determining the efficient frontier (and then the min or max variance within it). I'm looking for the risk-return for a portfolio; given a portfolio (I.e. portfolio weights are fixed, assets are known as is the historical data behind the assets)
Dec
29
comment Determining portfolio risk return in R given historical data for individual holdings?
Actually, none of your answers answer the question. I'm looking for risk-return GIVEN a portfolio - not plotting an efficient frontier. The system won't let me undo my vote up
Dec
29
awarded  Supporter
Dec
29
comment Determining portfolio risk return in R given historical data for individual holdings?
Thanks. Google did give several results but the overall options were quite ... diverse? So I thought I'd ask fellow folks here.
Dec
28
awarded  Student
Dec
28
asked Determining portfolio risk return in R given historical data for individual holdings?