meta user
network profile
| bio | website | |
|---|---|---|
| location | San Diego, CA | |
| age | ||
| visits | member for | 4 months |
| seen | Mar 29 at 2:37 | |
| stats | profile views | 10 |
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Jan 2 |
suggested | suggested edit on How can I go about applying machine learning algorithms to stock markets? |
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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). |
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Dec 29 |
awarded | Editor |
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Dec 29 |
awarded | Scholar |
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Dec 29 |
accepted | Determining portfolio risk return in R given historical data for individual holdings? |
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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 |
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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! |
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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) |
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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 |
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Dec 29 |
awarded | Supporter |
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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. |
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Dec 28 |
awarded | Student |
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Dec 28 |
asked | Determining portfolio risk return in R given historical data for individual holdings? |
