Recipes for some common tasks.
Overview
This contains examples of R code that you can run yourself. Just copy and paste the code into your R session. It is easy to modify the code to work with your own data.
Note to S+ Users: The following tasks are done in R — if you are using S+ instead, some commands might be slightly different. However, Portfolio Probe commands will be identical.
1. Data Basics
- Read data into R
- Example data
- Use data
2. Generate Random Portfolios
- Long-only
- Long-short
- Constraints
- Using random portfolios
3. Optimize Trades
- Long-only passive
- Long-only active
- Long-short
- Constraints and costs
- Using results
- Scenario optimization
- Related tasks
8. C++ and Portfolio Probe
It is possible to call the R functions in Portfolio Probe from C++.
