PortfolioAnalytics

Introduction to PortfolioAnalytics

This is a guest post by Ross Bennett. Ross is currently enrolled in the University of Washington Master of Science in Computational Finance & Risk Management program with an expected graduation date of December 2014. He worked on the PortfolioAnalytics package as part of the Google Summer of Code 2013 project and continues to work on the package as a Research Assistant at the University of Washington. His work on the package focused on implementing a portfolio specification to separate and modularize assets, constraints, and objectives.