Monday, January 9, 2012

R in Axys (Impossible Dream)

It has always been a dream of mine to incorporate R graphs and analysis in an Advent Axys report.  The unbelievable work from the guys at Statconn http://rcom.univie.ac.at/ make this dream possible.  If we use the same perhstsp.rep created for Better Bullets, and then apply a little Excel macro magic excelgrf_macros.xlsm with help from RExcel and PerformanceAnalytics, we can go from

From TimelyPortfolio
From TimelyPortfolio

to

From TimelyPortfolio

I never really expected to be able to accomplish this.  Roll Tide!

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