[GSoC-PortA] Schedule for PortfolioAnalytics Coding

[Doug Martin]

Ross and all,

 

I think starting with the constraints is a good idea.  But I think a review
of where PortfolioAnalytics functionality is as of last year's GSoC should
be the first priority.  How planning on that week after next (Guy, Eric and
I all have finals week to get out of the way next week).

 

With regard to constraints, that approach that Kirk Li (UW Statistics Ph.D.
student and AMATH 543 TA this spring) developed looks useful.  Ross you
already have the code which I posted to the class web site.  I have attached
it here for others on this project to have a look at.   Let's review that
after the end of next week when final exams and the spring quarter are
completely behind us.

 

Doug

 

 

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: Wednesday, June 05, 2013 4:22 AM
To: gsoc-porta at lists.r-forge.r-project.org
Subject: [GSoC-PortA] Schedule for PortfolioAnalytics Coding

 

All,

 

In my GSOC proposal, the order of what components I planned to write code
for was as follows:

1.	Utility Functions (print, summary, plot, etc.)
2.	Constraints
3.	Example Functionality

In speaking with Brian Peterson at R/Finance, he suggested that the
constraints portion be done first. I am fine with doing constraints first.
Would you like me to submit a revised schedule and implementation plan with
constraints first?

 

Thanks,

Ross Bennett

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