Tuesday, September 22, 2009

Update

I can't believe it's been two months since I last posted... wow, time has a way of slipping through my fingers.  Here's a short list of some upcoming posts:
  • An introduction to LSPM -- a new R package that implements Ralph Vince's leverage space portfolio model (co-authored with Soren Macbeth).
  • Updated charting with quantmod.
  • An introduction to blotter -- a transaction-based infrastructure for trading systems and simulation, providing support for multi-asset class and multi-currency portfolios.
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