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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) |
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# tail.risk.1.13jul2015.R | |
# R code re: CapitalSpecator.com post on tail risk, part I: | |
# "Tail Risk Analysis In R: Part I" | |
# 13 July 2015 | |
# By James Picerno | |
# http://www.capitalspectator.com/tail-risk-analysis-in-r-part-i/#more-5707 | |
# load packages | |
library(xts) |
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# efficient.frontier.06jun2015.R | |
# R code re: CapitalSpecator.com post on efficient frontier analytics: | |
# "Efficient Frontier Portfolios–Impractical But Still Useful" | |
# 6 July 2015 | |
# By James Picerno | |
# http://www.capitalspectator.com/efficient-frontier-portfolios-impractical-but-still-useful/ | |
# Keep in mind that results will change depending on when you run the code | |
# due to fluctuating market conditions |
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