# Notes: R

- Accessing Kenneth French's US equity data
- Checking whether a row has only
`NA`

values - Backtest a strategy on different datasets
- Backtests with time-varying asset universes
- Computing profit and loss for a portfolio
- Computing positions
- Conditional Rebalancing
- The effect of random noise on correlation
- Making data accessible in functions
- Streaks in the US equity market
- Fetch
`PORT`

data with`Rblpapi`

- Minimising Conditional Value-at-Risk (CVaR)
- Computing option prices for the Heston model
- Running backtests in parallel
- Path-dependent strategies
- Portfolio selection with higher moments
`[Rblpapi]`

Fetching data via ISIN- Return-based tracking portfolios
- Streaks in equity prices and bond yields
- Treasury Bond Quotes with 1/32 Fractions
- Profit/loss and position valuations over time