Creating a function for portfolio management

3 messages

Creating a function for portfolio management

Reply Threaded

Hi,

I'm very new in R, so maybe my question may result very trivial, but I hope
you can help me. I have two data bases, one is a portfolio that posses the
following information:

Stocks names
Id
Number of Stocks or Position

This portfolio has 16 companies each one with a different id or key

The other data base has:

Id Date Last Low High Volume

The second data base has about 38 different companies, and they are organize
one after another.

What I want is to take from the second data base, the prices of the
companies that my portfolio contains, selecting by Id without using any
loop. There is already a function in R that allows me to execute this?

And if it's possible, if I have a specific date (e.g today) of my portfolio
and I want to pull out from that date until the oldest one o until another
date in the past, what can I do to perform this simultaneously with the
last query? What time series structure do you recomend?

Any advice or documentation where I can find either the function or the
programming code to perform such queries, will be really appreciate.

One last thing, there is any documentation where i can find how to translate
Matlab code into R code reffering financial and portfolio functions.

I will really appreciate any help you can provide,

--
Manuel Serna Cortés
Estudiante de Economía y Negocios Internacionales
Universidad Icesi

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Debashis Dutta

Re: Creating a function for portfolio management

Reply Threaded

Hi Manual,

You cxan do R site search with key word "Portfolio". There are many
libraries. Going thougnh the documents and along with running the code would
help you understnad R respective to your domina. As per my understanding
Rmetrics could be the right way to begin with.

Therfe is also likbraries for transformation of martlat to R. But before you
need to understand the R. So, understanding R packing a lieast one should b
e pre-re

2009/11/5 Manuel Serna <[hidden email]>

> Hi,
>
>
> I'm very new in R, so maybe my question may result very trivial, but I hope
> you can help me. I have two data bases, one is a portfolio that posses the
> following information:
>
>
> Stocks names
> Id
> Number of Stocks or Position
>
> This portfolio has 16 companies each one with a different id or key
>
> The other data base has:
>
>
> Id Date Last Low High Volume
>
> The second data base has about 38 different companies, and they are
> organize
> one after another.
>
> What I want is to take from the second data base, the prices of the
> companies that my portfolio contains, selecting by Id without using any
> loop. There is already a function in R that allows me to execute this?
>
> And if it's possible, if I have a specific date (e.g today) of my portfolio
> and I want to pull out from that date until the oldest one o until another
> date in the past, what can I do to perform this simultaneously with the
> last query? What time series structure do you recomend?
>
> Any advice or documentation where I can find either the function or the
> programming code to perform such queries, will be really appreciate.
>
> One last thing, there is any documentation where i can find how to
> translate
> Matlab code into R code reffering financial and portfolio functions.
>
> I will really appreciate any help you can provide,
>
> --
> Manuel Serna Cortés
> Estudiante de Economía y Negocios Internacionales
> Universidad Icesi
>
> [[alternative HTML version deleted]]
>
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only.
> -- If you want to post, subscribe first.
>

--
Dr. Debashis Dutta
Risk Managment Professional

[[alternative HTML version deleted]]

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only.
-- If you want to post, subscribe first.

Debashis Dutta

Re: Creating a function for portfolio management

Reply Threaded

> Hi Manual,
>
> You can do R site search with key word "Portfolio". There are many
> libraries. Going thougnh the documents and along with running the code would
> help you understand R respective to your domain. As per my understanding
> Rmetrics could be the right way to begin with.
>
> There is also library for transformation of matlab to R. But before that,
> you need to understand R. So, understanding R package at least one should
> be pre-requisite.
>

Kind regards

Debashis

>
>
> 2009/11/5 Manuel Serna <[hidden email]>
>
>> Hi,
>>
>>
>> I'm very new in R, so maybe my question may result very trivial, but I
>> hope
>> you can help me. I have two data bases, one is a portfolio that posses the
>> following information:
>>
>>
>> Stocks names
>> Id
>> Number of Stocks or Position
>>
>> This portfolio has 16 companies each one with a different id or key
>>
>> The other data base has:
>>
>>
>> Id Date Last Low High Volume
>>
>> The second data base has about 38 different companies, and they are
>> organize
>> one after another.
>>
>> What I want is to take from the second data base, the prices of the
>> companies that my portfolio contains, selecting by Id without using any
>> loop. There is already a function in R that allows me to execute this?
>>
>> And if it's possible, if I have a specific date (e.g today) of my
>> portfolio
>> and I want to pull out from that date until the oldest one o until another
>> date in the past, what can I do to perform this simultaneously with the
>> last query? What time series structure do you recomend?
>>
>> Any advice or documentation where I can find either the function or the
>> programming code to perform such queries, will be really appreciate.
>>
>> One last thing, there is any documentation where i can find how to
>> translate
>> Matlab code into R code reffering financial and portfolio functions.
>>
>> I will really appreciate any help you can provide,
>>
>> --
>> Manuel Serna Cortés
>> Estudiante de Economía y Negocios Internacionales
>> Universidad Icesi
>>
>> [[alternative HTML version deleted]]
>>
>>
>> _______________________________________________
>> [hidden email] mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>> -- Subscriber-posting only.
>> -- If you want to post, subscribe first.
>>
>
>
>
> --
> Dr. Debashis Dutta
> Risk Managment Professional
>