Developing a Portfolio Backtester in R

October 15, 2012

As part of building our new Tax-Loss HarvestingĀ (TLH) feature, we needed to build a portfolio backtester to simulate portfolio performance over a historical period. R was the obvious choice for its strength in statistics and finance; the R Finance community in particular has created a number of very useful packages, some of which we’ll talk… Read more

Visualize Facebook’s IPO prospectus

February 01, 2012

It’s here. Finally. Social-networking darling Facebook yesterday filed an epic initial public offering seeking to raise $5B with the company valued between $75B to $100B. The IPO prospectus (also known as “Form S-1”) filed with the SEC is a massive registration document describing the details of the offering, the company’s business model and preliminary financial… Read more