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</o:shapelayout></xml><![endif]--></head><body lang=EN-US link=blue vlink=purple><div class=WordSection1><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'><o:p> </o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'><o:p> </o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'><o:p> </o:p></span></p><p class=MsoNormal><b><span style='font-size:10.0pt;font-family:"Tahoma","sans-serif"'>From:</span></b><span style='font-size:10.0pt;font-family:"Tahoma","sans-serif"'> gsoc-porta-bounces@lists.r-forge.r-project.org [mailto:gsoc-porta-bounces@lists.r-forge.r-project.org] <b>On Behalf Of </b>Ross Bennett<br><b>Sent:</b> Monday, July 01, 2013 1:47 PM<br><b>To:</b> PortfolioAnalytics<br><b>Subject:</b> Re: [GSoC-PortA] other testing scripts<o:p></o:p></span></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal>Brian,<o:p></o:p></p><div><p class=MsoNormal><o:p> </o:p></p></div><div><p class=MsoNormal>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. <o:p></o:p></p></div><div><p class=MsoNormal><o:p> </o:p></p></div><div><p class=MsoNormal>Doug, does it make sense (or possible depending on the data vendor) to include the crsp.short.Rdata file with the PortfolioAnalytics package?<o:p></o:p></p><p class=MsoNormal><b><i><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>[Doug] It would make sense but I want to renew an agreement with CRSP for an expanded data set for the 2<sup>nd</sup> edition of MPO, and would include making the data accessible with PortfolioAnalytics. This will take some time.</span></i></b><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'><o:p></o:p></span></p></div><div><p class=MsoNormal><o:p> </o:p></p></div><div><p class=MsoNormal style='margin-bottom:12.0pt'>Ross<o:p></o:p></p><div><p class=MsoNormal>On Mon, Jul 1, 2013 at 3:24 PM, Brian G. Peterson <<a href="mailto:brian@braverock.com" target="_blank">brian@braverock.com</a>> wrote:<o:p></o:p></p><p class=MsoNormal>I just finished running through the other testing scripts from the sandbox.<br><br>I was able to run all of them except for 'testing_ROI_Martin.R' for which I don't have the data.<br><br>My other tests of objectives and constraints also seem to make sense.<br><br>Looks good so far.<br><br>Regards,<br><br>Brian<span style='color:#888888'><br><br><span class=hoenzb>-- </span><br><span class=hoenzb>Brian G. Peterson</span><br><span class=hoenzb><a href="http://braverock.com/brian/" target="_blank">http://braverock.com/brian/</a></span><br><span class=hoenzb>Ph: <a href="tel:773-459-4973" target="_blank">773-459-4973</a></span><br><span class=hoenzb>IM: bgpbraverock</span><br><span class=hoenzb>_______________________________________________</span><br><span class=hoenzb>GSoC-PortA mailing list</span><br><span class=hoenzb><a href="mailto:GSoC-PortA@lists.r-forge.r-project.org" target="_blank">GSoC-PortA@lists.r-forge.r-project.org</a></span><br><span class=hoenzb><a href="http://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/gsoc-porta" target="_blank">http://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/gsoc-porta</a></span></span><o:p></o:p></p></div><p class=MsoNormal><o:p> </o:p></p></div></div></body></html>