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treanor
2012 Nov 08
1
ratios
i need o know what are the ratios used in language 'R'.
i just get the sharp, Treynor, information ratios, is ther any other ratios
used in it ?
and also please give any reference web page link too.
Thanks .
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2012 Nov 09
2
TreynorRatio
i read about the performance analytics package
i have a doubt about the TreynorRatio
i have code
g=getSymbols("IBM")
> c=Cl(g)
> r=Return.calculate(c)
> SharpeRatio.annualized(r)
IBM.Close
Annualized Sharpe Ratio (Rf=0%) 0.3566339
> TreynorRatio (ret)
Error in inherits(x, "xts") : argument "Rb"...
2001 Jul 26
0
HELP: FATAL ERROR: UNABLE TO RESTORE SAVED DATA
...'m inclined to remove .RData since I have
hundreds of variables and matrices saved onto R (probably the reason why
R crashed!).
If you don't know how to remove .RData without opening R, could you tell
me how to increase memory? Once I do that, then I will remove .RData.
Please email me at
wtreynor at umich.edu.
Thanks so much!
Sincerely,
Wendy Treynor
Ann Arbor, Michigan
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2001 Sep 21
1
Request for Help: Rotation of PCA Solution or Eigenvectors
...eek to perform a varimax rotation
on my Principal Components Analysis (PCA) solution. (I have been
performing PCA's using the eigen command in R.) If you can tell me
how to perform this rotation when I use the eigen command (or the
princomp command) I would be thrilled.
Thanks so much!
Wendy Treynor
Ann Arbor, MI
USA
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2012 Jan 15
1
problem with table.CAPM in PerformanceAnalytics
All,
I'm attempting to run this:
table.CAPM(series[,"Strat.Return",drop=FALSE],series[,"spy.Return",drop=FALSE])
and getting this error
Error in as.vector(data[, i]) : subscript out of bounds
I've searched around and cannot find a solution to the problem. I've used this in the past without problem and I'm not sure what I did different this time.
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