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.