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I've enrolled for "Introduction to Computational Finance and Financial Econometrics"[1] and it uses R (and Excel) for portfolio optimization. Unfortunately I h
by Ecio78 14y ago
I've enrolled for "Introduction to Computational Finance and Financial Econometrics"[1] and it uses R (and Excel) for portfolio optimization. Unfortunately I hadnt enough free time in these weeks to be on par so I'm still stuck at week 2 lessons.
Another interesting read is the Systematic Investor Blog[2] and its related toolkit, also in R
[1] https://www.coursera.org/course/compfinance https://www.coursera.org/course/compfinance
[2] http://systematicinvestor.wordpress.com/ http://systematicinvestor.wordpress.com/