[GSoC-PortA] other testing scripts

Ross Bennett rossbennett34 at gmail.com
Tue Jul 2 01:14:41 CEST 2013


Doug,

It is a script that I added. I replicated your examples from 1. theory
review weights constrained mvo v5.pdf using PortfolioAnalytics.

Ross

On Mon, Jul 1, 2013 at 6:05 PM, Doug Martin <martinrd at comcast.net> wrote:

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> -----Original Message-----
> From: gsoc-porta-bounces at lists.r-forge.r-project.org [mailto:
> gsoc-porta-bounces at lists.r-forge.r-project.org] On Behalf Of Brian G.
> Peterson
> Sent: Monday, July 01, 2013 1:25 PM
> To: gsoc-porta at r-forge.wu-wien.ac.at
> Subject: [GSoC-PortA] other testing scripts
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> I just finished running through the other testing scripts from the sandbox.
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> I was able to run all of them except for 'testing_ROI_Martin.R' for which
> I don't have the data.****
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> *[Doug] Ross, I that your script, or was it there from last year?*****
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> My other tests of objectives and constraints also seem to make sense.****
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> Looks good so far.****
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> Regards,****
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> Brian****
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> --****
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> Brian G. Peterson****
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> http://braverock.com/brian/****
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