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View random.rebalancing.a.08sep2015.R
# 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)
View tail.risk.1.13jul2015.R
# 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)
View efficient.frontier.06jun2015.R
# 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