Home – Posts tagged "R"
April 24, 2015
The attached R code will generate a Single Index Model Portfolio with no short sales. This requires the stockPortfolio package which can be installed with install.packages(“stockPortfolio”). Single Index No Short Click the above link to get the text file.
February 28, 2014
In this post I will give you just a few quick hints, tips, and links to get started using R in Finance. R is available at http://www.r-project.org. This website gives you the base program, R. This is a console-like application, which means that you type, and it listens. That is all. There is very little in →