Daily Archives: Jun 14, 2018 at 09:55 am EST

A New Book For Portfolio Analysis Using R

Later this month I’ll be publishing my third book: Quantitative Investment Portfolio Analytics In R: An Introduction To R For Modeling Portfolio Risk and Return. Although there are already many R books on the market, this one serves a particular niche: a short guide for recovering Excel addicts running relatively sophisticated analytics on investment portfolios and bumping up against the limits of spreadsheets.
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US Small Cap Stocks Continue To Outperform Big Caps This Year

The rally in shares of small-capitalization shares relative to large caps has accelerated in recent weeks. A month ago, the Russell 2000 (a widely followed gauge of small companies) was ahead of its large-cap counterpart (Russell 1000) by roughly three percentage points year to date. The small-cap edge has since widened to nearly five percentage points, as of yesterday’s close (June 13).
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Macro Briefing: 14 June 2018

South Korea will consider changes to military policy for N. Korea: Reuters
European Central Bank set to wind down monetary stimulus: Reuters
Trump says he’ll confront China “very strongly” on trade: Bloomberg
US, Saudi Arabia and Russia agree on goal of lower energy prices: NY Times
China industrial output up 6.8% in May, just below expectations: RTT
Fed raises interest rates and expects two more in 2018: MarketWatch
Fed policy suggests an inverted yield curve is near: Bloomberg
Median Fed US GDP growth forecast for 2018 ticks up to 2.8%: CNBC
US producer prices post biggest annual gain in over 6 years in May: Reuters
Firms’ inflation outlook mostly unchanged at 2.1% for year ahead: Atlanta Fed
10-2-year Treasury spread dips below 40 basis point for first time since 2007: