similar to: TreynorRatio

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 . -- View this message in context: http://r.789695.n4.nabble.com/ratios-tp4648826.html Sent from the R help mailing list archive at Nabble.com.

Hello, I am stuck in a relatively simple procedure and was wondering if anybody knows the answer. I am a relatively new R user. How do I use an argument of a custom function in the name of a dataset in R? For example, I have the function: MyF <- function(Tic, price){ xxxxx xxxxx xxxxx Ratio.Tic<- SharpeRatio.annualized(roc) } I would

i need to find the best ticker from the group of some tickers.? i also need to know on what basis we calculate the best ticker? i have some idea about the if the risk rate low, or the market price high we can say the ticker is best. but i dont know is it true. Anyone can help me . Thank you -- View this message in context:

How to call a function from another r file ? Anyone can help me . Having a function named like fun1 which is saved in r file file1.r and i have another r file like file2.r, and i need to call the fun1 (which is in file1) within file2. Thank you -- View this message in context: http://r.789695.n4.nabble.com/function-call-from-another-r-file-tp4650627.html Sent from the R help mailing list

In performance analytics - performance summary session , i cant run the code of - charts.PerformanceSummary(datafrom_table, rf = 0, main = NULL, method = "ModifiedVaR", width = 0,event.labels = NULL, ylog = FALSE, wealth.index = FALSE, gap = 12) it just return blank chart. datafrom_table - having a csv file. and the rest of the things are get from the site

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. Other

Hi, I have setup a tunnel from server A to server B across WAN by running "ssh -l user_X -L port_A:server_B:port_B server_C -N". Server B is in a private network, so I have to establish the tunnel via server C, which is in the same LAN with B but has a public IP. The problem is, every time I start the tunnel on server B, the tunnel process will die nearly two hours later. And it

hi Michael, am sorry for the incomplete reply . csv file data havinmg like this , >getSymbols("IBM") >weekly_data = to.weekly(week_name) >dataframe=data.frame(weekly_data) >outputfile_name="F:\\R-programs\\Outputfile.csv" >write.table(dataframe, file =outputfile_name,sep = ",",col.names =TRUE,row.names = T) > datafrom_table <-

Hi, I am using dovecot imaps and exim, both authenticating using dovecot-sasl. To keep passwords in one place I would like to authenticate openldap users over dovecot-sasl. So looking at this page: http://www.openldap.org/doc/admin24/security.html I figure it could be done using Pass-Through authentication. For this, I need to create /usr/lib/sasl2/slapd.conf And adding a few config

I work with a list of crypto assets daily closing prices in a xts class. Here is a limited example: asset.xts.lst <- list(BTCUSDT = structure(c(26759.63, 26862, 26852.48, 27154.15, 27973.45), dim = c(5L, 1L), index = structure(c(1697068800, 1697155200, 1697241600, 1697328000, 1697414400), tzone = "UTC", tclass = "Date"), class = c("xts", "zoo")), ETHUSDT

Arnaud, Short answer may be that the tibble data structure will not be supporting row names and you may want to simply save those names in an additional column or externally. My first thought was to simply save the names you need and then put them back on the tibble. In your code, something like this: save.names <- names(my.ret.lst) result.tib <- as_tibble_col(unlist(my.ret.lst),

Hi all, Could anybody please help me understand AIC and BIC and especially why do they make sense? Furthermore, I am trying to devise a new metric related to the model selection in the financial asset management industry. As you know the industry uses Sharpe Ratio as the main performance benchmark, which is the annualized mean of returns divided by the annualized standard deviation of returns.

Dear R helpers, I am trying to calculate the Annualized Percent Rate using following R - Code. # ____________________________________________________________________ ## R Code library(animation) # INPUT C = 250000    # Loan Amount E = 2500      # Other Cost R = 6         # Interest rate r = R/1200    # Monthly interest rate q = 12        # No of Compoundings        n = 20        # No of

v="IBM" library(quantmod) v v1=getSymbols(v) to.yearly(v1) =============================== when i pass the value through a variable in to.yearly() function it shows the error msg like "Error in try.xts(x) : Error in UseMethod("as.xts") : no applicable method for 'as.xts' applied to an object of class "character"" i need the result of OHLC

Check out the proposed prices when this is approved. BELL CANADA REPORT ON THE ECONOMIC EVALUATION FOR THE TARIFF REVISION OF Bell Canada's Access Services Tariff Item 315 ? Zero-Dialed Emergency Call Routing Service (0-ECRS) *2 March 2006 TABLE OF CONTENTS Page 1.0 GENERAL 3 1.1 Purpose of the Study 3 2.0 SERVICE DESCRIPTION 3 2.1 Service Characteristics 3 2.2

Hello. We are moving some VMs on XCP 1.6 from an iSCSI Storage to another. One VM gave the following error: The attempt to mark the VDI as hidden failed But, all data has been moved to the new storage, the VM is working and at first sight seems ok. But can I trust it? Anyboday had similar errors? Thanks Thomas _______________________________________________ Xen-users mailing list

Dear R Helper, I am writing because I seek 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

Hi There, Can you help me? I tried opening R and it crashes. The message is "an xdr real data read error occured" followed by "Fatal error: unable to restore saved data (remove .RData or increase memory). I'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

Like many others, I am looking to put together a SOHO NAS based on ZFS/CIFS. The plan is 6 x 1TB drives in RAIDZ2 configuration, driven via mobo with 6 SATA ports. I''ve read most, if not all, of the threads here, as well as sbredon''s excellent article on building a home NAS, yet I still have a number of unanswered questions. I was leaning heavily towards the M2N-E for a while,

Which consumer-priced 1.5TB drives do people currently recommend? I had zero read/write/checksum errors so far in 2 years with my trusty old Western Digital WD7500AAKS drives, but now I want to upgrade to a new set of drives that are big, reliable and cheap. As of Jan 2010 it seems the price sweet spot is the 1.5TB drives. As I had a lot of success with Western Digital drives I thought I would