How to speed up the generation of portfolios in R? has published a tutorial where Dakota Wixom from QuantBros shows how to generate random portfolios in R programming language on a large scale. Watch the full tutorial on YouTube.

In the tutorial, QuantBros uses S&P 500 sector ETFs, calculates an efficient frontier or random portfolios with custom constraints, and accelerates the process using the Techila Distributed Computing Engine in combination with R’s plyr functions.

The source code used in the tutorial is available on the web site.

For more information about the R API of the Techila Distributed Computing Engine, please visit the Techila Distributed Computing Engine with R programming language solution page.

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