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
• Raw backtest computations in R
• [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