[GSoC-PortA] other testing scripts

Ross Bennett rossbennett34 at gmail.com
Mon Jul 1 22:46:47 CEST 2013


Brian,

Thanks for the feedback. The data file was used by Doug in a portfolio
optimization course to test the results of his slides/material with
PortfolioAnalytics.

Doug, does it make sense (or possible depending on the data vendor) to
include the crsp.short.Rdata file with the PortfolioAnalytics package?

Ross

On Mon, Jul 1, 2013 at 3:24 PM, Brian G. Peterson <brian at braverock.com>wrote:

> I just finished running through the other testing scripts from the sandbox.
>
> I was able to run all of them except for 'testing_ROI_Martin.R' for which
> I don't have the data.
>
> My other tests of objectives and constraints also seem to make sense.
>
> Looks good so far.
>
> Regards,
>
> Brian
>
> --
> Brian G. Peterson
> http://braverock.com/brian/
> Ph: 773-459-4973
> IM: bgpbraverock
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