jpicerno1
jpicerno1
/ random.rebalancing.a.08sep2015.R
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January 21, 2019 02:05
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| # R code re: CapitalSpecator.com post on random rebalancing dates: | |
| # "Skewed By Randomness" | |
| # www.capitalspectator.com/skewed-by-randomness-testing-arbitrary-rebalancing-dates/#more-6039 | |
| # 08 Sep 2015 | |
| # By James Picerno | |
| # http://www.capitalspectator.com/ | |
| # (c) 2015 by Beta Publishing LLC | |
| # load packages | |
| library(quantmod) |
jpicerno1
/ var.irf.19feb2016.R
Last active
July 17, 2020 08:36
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| # R code re: CapitalSpecator.com post on "shock" modeling with VAR analytics: | |
| # "Modeling "What If?" Scenarios With Impulse Response Simulations" | |
| # http://www.capitalspectator.com/modeling-what-if-scenarios-with-impulse-response-simulations/ | |
| # 19 Feb 2016 | |
| # By James Picerno | |
| # http://www.capitalspectator.com/ | |
| # (c) 2016 by Beta Publishing LLC | |
| #Load Packages | |
| library(vars) |
jpicerno1
/ replicate.10oct2017
Last active
November 24, 2022 04:11
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| # R code re: CapitalSpecator.com post for replicating indexes in R | |
| # "Replicating Indexes In R With Style Analysis: Part I" | |
| # http://www.capitalspectator.com/replicating-indexes-in-r-with-style-analysis-part-i/ | |
| # 10 Oct 2017 | |
| # By James Picerno | |
| # http://www.capitalspectator.com/ | |
| # (c) 2017 by Beta Publishing LLC | |
| # load packages | |
| library(quadprog) |
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