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[re-sending - previous email went out by accident before complete] Hi Joe, The centering and re-scaling is done for the purposes of his example, and also to be consistent with his definition of the sharpe function. In particular, note that the sharpe function has the rf (riskfree) parameter with a default value of .03/252 i.e. an ANNUAL 3% rate converted to a DAILY rate, expressed in decimal. That means that the other argument to this function, x, should be DAILY returns, expressed in decimal. Suppose he wanted to create random data from a distribution of returns with ANNU...

...: > [re-sending - previous email went out by accident before complete] > Hi Joe, > The centering and re-scaling is done for the purposes of his example, and > also to be consistent with his definition of the sharpe function. > In particular, note that the sharpe function has the rf (riskfree) > parameter with a default value of .03/252 i.e. an ANNUAL 3% rate converted > to a DAILY rate, expressed in decimal. > That means that the other argument to this function, x, should be DAILY > returns, expressed in decimal. > > Suppose he wanted to create random data from a dist...

...[re-sending - previous email went out by accident before complete] >> Hi Joe, >> The centering and re-scaling is done for the purposes of his example, and also to be consistent with his definition of the sharpe function. >> In particular, note that the sharpe function has the rf (riskfree) parameter with a default value of .03/252 i.e. an ANNUAL 3% rate converted to a DAILY rate, expressed in decimal. >> That means that the other argument to this function, x, should be DAILY returns, expressed in decimal. >> >> Suppose he wanted to create random data from a distri...

Hi Joe, The centering and re-scaling is done for the purposes of his example, and also to be consistent with his definition of the sharpe function. In particular, note that the sharpe function has the rf (riskfree) parameter with a default value of .03/252 i.e. an ANNUAL 3% rate converted to a DAILY rate, expressed in decimal. That means that the other argument to this function, x, should be DAILY returns, expressed in decimal. Suppose he wanted to create random data from a distribution of returns with ANNU...

Wrong list. Post on r-sig-finance instead. Cheers, Bert On Nov 20, 2017 11:25 PM, "Joe O" <joerodonnell at gmail.com> wrote: Hello, I'm trying to understand how to use the pbo package by looking at a vignette. I'm curious about a part of the vignette that creates simulated returns data. The package author transforms his simulated returns in a way that I'm

...y-back guarantee as well. The blog post announcing the program can be found at http://blogs.digium.com/2008/02/11/digium-puts-its-money-where-its-mouth-is/. The details of the program can be found at http://www.digium.com/ESP. We've also created a FAQ page at http://www.digium.com/en/company/riskfree-facts.php. -- Jared Smith Community Relations Manager Digium, Inc.

Dear all, I have spent the last few days on a seemingly simple and previously documented rolling regression. I have a 60 year data set organized in a ts matrix. The matrix has 5 columns; cash_ret, epy1, ism1, spread1, unemp1 I have been able to come up with the following based on previous help threads. It seems to work fine. The trouble is I get regression coefficients but need the immediate

Hi all, I am a huge fan of Sangoma cards after having many problems with digium cards and then switching to sangoma cards and them giving me excellent support with excellent results. That being said, they are also alot more money than the Rhino cards and my friend currently has 1 digium 4 fxo card in their system and they need to add another phone line, plus they have echo problems and quality