[GSoC-PortA] other testing scripts

[Doug Martin]

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 Ross
Bennett
Sent: Monday, July 01, 2013 1:47 PM
To: PortfolioAnalytics
Subject: Re: [GSoC-PortA] other testing scripts

 

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?

[Doug] It would make sense but I want to renew an agreement with CRSP for an
expanded data set for the 2nd edition of MPO, and would include making the
data accessible with PortfolioAnalytics.  This will take some time.

 

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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