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US market portrait 2012 week 23
US large cap market returns. Fine print The data are from Yahoo Almost all of the S&P 500 stocks are used The initial post was “Replacing market indices” The R code is in marketportrait_funs.R Subscribe to the Portfolio Probe blog by Email
Popular posts 2012 May
Most popular posts in 2012 May Portfolio Diversity Random portfolios: 6 steps to a better fund management industry Cross-sectional skewness and kurtosis: stocks and portfolios A tale of two returns (posted in 2010) Asset correlations with minimum variance portfolios The top 7 portfolio optimization problems The quality of variance matrix estimation Correlations and positive-definiteness Exponential … Continue reading →
Inferno-ish R
CambR was nice enough to invite Markus Gesmann and me to speak at their event on Tuesday. My talk was Inferno-ish R. See also The R Inferno. Epilogue Subscribe to the Portfolio Probe blog by Email
