[Returnanalytics-commits] r2901 - in pkg/PerformanceAnalytics/sandbox/Shubhankit: . data man src vignettes

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Tue Aug 27 12:30:38 CEST 2013 

Author: shubhanm
Date: 2013-08-27 12:30:38 +0200 (Tue, 27 Aug 2013)
New Revision: 2901

Added:
   pkg/PerformanceAnalytics/sandbox/Shubhankit/data/
   pkg/PerformanceAnalytics/sandbox/Shubhankit/data/HAM3-data.csv
   pkg/PerformanceAnalytics/sandbox/Shubhankit/data/edhec.csv
   pkg/PerformanceAnalytics/sandbox/Shubhankit/data/edhec.rda
   pkg/PerformanceAnalytics/sandbox/Shubhankit/data/managers.csv
   pkg/PerformanceAnalytics/sandbox/Shubhankit/data/managers.rda
   pkg/PerformanceAnalytics/sandbox/Shubhankit/data/portfolio_bacon.csv
   pkg/PerformanceAnalytics/sandbox/Shubhankit/data/portfolio_bacon.rda
   pkg/PerformanceAnalytics/sandbox/Shubhankit/data/prices.rda
   pkg/PerformanceAnalytics/sandbox/Shubhankit/data/weights.rda
   pkg/PerformanceAnalytics/sandbox/Shubhankit/man/table.normDD.Rd
   pkg/PerformanceAnalytics/sandbox/Shubhankit/src/.Rhistory
   pkg/PerformanceAnalytics/sandbox/Shubhankit/vignettes/Cheklov.CDDOpt.Rnw
   pkg/PerformanceAnalytics/sandbox/Shubhankit/vignettes/Commodity_ResearchReport.Rnw
Modified:
   pkg/PerformanceAnalytics/sandbox/Shubhankit/.Rbuildignore
   pkg/PerformanceAnalytics/sandbox/Shubhankit/man/EMaxDDGBM.Rd
   pkg/PerformanceAnalytics/sandbox/Shubhankit/vignettes/GLMReturn.Rnw
   pkg/PerformanceAnalytics/sandbox/Shubhankit/vignettes/GLMSmoothIndex.Rnw
   pkg/PerformanceAnalytics/sandbox/Shubhankit/vignettes/LoSharpe.Rnw
   pkg/PerformanceAnalytics/sandbox/Shubhankit/vignettes/LoSharpeRatio.Rnw
   pkg/PerformanceAnalytics/sandbox/Shubhankit/vignettes/MaximumLoss.Rnw
   pkg/PerformanceAnalytics/sandbox/Shubhankit/vignettes/OkunevWhite.Rnw
Log:
/.Rnw Modified +Addition 

Demo for Commodity Traded Fund Returns [Ongoing]

Modified: pkg/PerformanceAnalytics/sandbox/Shubhankit/.Rbuildignore
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/.Rbuildignore	2013-08-27 05:10:37 UTC (rev 2900)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/.Rbuildignore	2013-08-27 10:30:38 UTC (rev 2901)
@@ -1,5 +1,7 @@
-sandbox
-generatechangelog\.sh
-ChangeLog\.1\.0\.0
-week*
-Week*
+sandbox
+generatechangelog\.sh
+ChangeLog\.1\.0\.0
+week*
+Week*
+^.*\.Rproj$
+^\.Rproj\.user$

Added: pkg/PerformanceAnalytics/sandbox/Shubhankit/data/HAM3-data.csv
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/data/HAM3-data.csv	                        (rev 0)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/data/HAM3-data.csv	2013-08-27 10:30:38 UTC (rev 2901)
@@ -0,0 +1,153 @@
+,HAM31,HAM32,HAM33,HAM34,HAM35,HAM36,HAM37,HFRX Commodity Index,DJUBS Commodity,Morningstar CLS,Newedge CTI
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+2013-07-31,-0.004,0.0254,,0.01,0.0098,-0.0208,0.0082,0.0075,0.0136,0.0129,0.0123
+

Added: pkg/PerformanceAnalytics/sandbox/Shubhankit/data/edhec.csv
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/data/edhec.csv	                        (rev 0)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/data/edhec.csv	2013-08-27 10:30:38 UTC (rev 2901)
@@ -0,0 +1,153 @@
+,"Convertible Arbitrage","CTA Global","Distressed Securities","Emerging Markets","Equity Market Neutral","Event Driven","Fixed Income Arbitrage","Global Macro","Long/Short Equity","Merger Arbitrage","Relative Value","Short Selling","Funds of Funds"
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Added: pkg/PerformanceAnalytics/sandbox/Shubhankit/data/edhec.rda
===================================================================
(Binary files differ)


Property changes on: pkg/PerformanceAnalytics/sandbox/Shubhankit/data/edhec.rda
___________________________________________________________________
Added: svn:mime-type
   + application/octet-stream

Added: pkg/PerformanceAnalytics/sandbox/Shubhankit/data/managers.csv
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/data/managers.csv	                        (rev 0)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/data/managers.csv	2013-08-27 10:30:38 UTC (rev 2901)
@@ -0,0 +1,133 @@
+,HAM1,HAM2,HAM3,HAM4,HAM5,HAM6,EDHEC LS EQ,SP500 TR,US 10Y TR,US 3m TR
+1996-01-31,0.0074,,0.0349,0.0222,,,,0.034,0.0038,0.00456
+1996-02-29,0.0193,,0.0351,0.0195,,,,0.0093,-0.03532,0.00398
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+1996-08-31,0.0395,-0.0001,0.0461,0.0351,,,,0.0211,-0.00448,0.00451
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+1996-10-31,0.0288,0.0338,0.0395,-0.018,,,,0.0276,0.02869,0.00428
+1996-11-30,0.0156,0.0737,0.0666,0.0458,,,,0.0756,0.02797,0.00427
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+1998-06-30,0.0121,0.0392,0.0395,-0.0133,,,0.0167,0.0406,0.01324,0.00419
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+1998-09-30,0.0248,-0.0046,0.0665,0.0549,,,0.0206,0.0641,0.05055,0.00511
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+1999-10-31,-0.0006,0.0422,0.0747,0.0253,,,0.0212,0.0633,-0.00487,0.00394
[TRUNCATED]

To get the complete diff run:
    svnlook diff /svnroot/returnanalytics -r 2901

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