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Brian G. Peterson

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visits member for 1 year, 2 months
seen Oct 23 '11 at 13:16
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235 reputation
 bio website visits member for 1 year, 2 months
13 badges
 location seen Oct 23 '11 at 13:16
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3 Answers

votes activity newest
6
 Use Trades as Input for PerformanceAnalytics
5
 robust portfolio optimization re-balancing with transaction costs
1
 How do I backtest a convertible bond arbitrage strategy in R/Matlab?

235 Reputation

+60 Use Trades as Input for PerformanceAnalytics
+65 robust portfolio optimization re-balancing with transaction costs
+10 How do I backtest a convertible bond arbitrage strategy in R/Matlab?

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r × 3
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rebalancing
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performanceanalytics
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backtesting
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software
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optimization
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convertible-bond
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portfolio-management
1
matlab

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Stack Overflow Stack Overflow 572 rep 210
Quantitative Finance Quantitative Finance 235 rep 13
Statistical Analysis Statistical Analysis 1 rep 1

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