Monthly Archives: July 2012
Dunderhead, part 2
The email system still wasn’t quite right last time. It should be better now. If so, then the email gang will see this post and will be given the opportunity to read some things they missed.
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Blog-via-email system revised
The new system of sending blog posts via email should go live today. Actually it should have gone live yesterday, but I’m a dunderhead. That it didn’t go live yesterday means that members of the email gang may have missed: “Random portfolios versus Monte Carlo”. If you want to receive the blog via email: a … Continue reading
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Random portfolios versus Monte Carlo
What is the difference between Monte Carlo — as it is usually defined in finance — and random portfolios? The meaning of “Monte Carlo” The idea of “Monte Carlo” is very simple. It is a fancy word for “simulation”. As usual, it is all too possible to find incredibly muddied explanations of such a simple … Continue reading
Posted in R language, Random portfolios
Tagged Monte Carlo in finance, personal pension planning
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US market portrait 2012 week 27
US large cap market returns. Fine print The data are from Yahoo Almost all of the S&P 500 stocks are used The initial post was “Replacing market indices” The R code is in marketportrait_funs.R
