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  • Product
    • About Portfolio Probe
    • Software Quality Assurance
    • Random Portfolios in Finance
    • Key features
      • Computing Engine
      • Constraints and flexibility
      • Generate Random Portfolios
      • Transaction costs
      • Portfolio Optimization
      • Utility-free optimization
    • FAQ
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    • Broker
    • Chief Investment Officer
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    • Fundamental Fund Manager
    • Hedge Fund Manager
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    • Quantitative Researcher
    • Risk Manager
  • Use cases
    • Performance Measurement
    • Performance Attribution
    • Portfolio Construction Process Attribution
    • Performance Fees
    • Assess Risk Models
    • Test a Trading Strategy
    • Evaluate Constraint Bounds
    • Bid on a Portfolio
    • Quantitative Research
  • Resources

    Portfolio Probe Cookbook

    • Data Basics
    • Generate Random Portfolios
    • Optimize Trades
    • C++ and Portfolio Probe
    • R Notes

    R Resources

    • Some hints for the R beginner
    • Extra Packages

    Support

    • Frequently Asked Support Questions
    • Contact Support

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Blog category

Book review

  • Review of “Money, Blood and Revolution” by George Cooper

    September 28, 2014

    How Darwin and the doctor of King Charles I could turn economics into a science. Executive summary If you are confused by economics, then you should read this book. [...]

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  • Review of ‘Thinking, Fast and Slow’ by Daniel Kahneman

    November 11, 2013

    I put off reading this book because I thought that I would already know most of its contents.  I was wrong.  Really wrong. There is a review with a [...]

    Read More
  • Review of “Governance Reimagined” by David Koenig

    September 23, 2013

    The subtitle is "Organizational Design, Risk, and Value Creation". Executive summary This should be a business book bestseller -- it simply and clearly explains the process of value creation. [...]

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  • Introduction to “Tao Te Programming”

    October 22, 2012

    The author is Patrick Burns. Genesis While I was in the early planning stages of a programming class (the one highlighted here), I became dissatisfied. Many elements of programming [...]

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  • Review of “R For Dummies”

    October 15, 2012

    The authors are Andrie de Vries and Joris Meys. Executive summary Pretty much all I'd hoped for -- and I had high hopes. Significance The "Dummies" series is popular [...]

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  • Annotations for “R For Dummies”

    October 15, 2012

    Here are detailed comments on the book.  Elsewhere there is a review of the book. How to read R For Dummies In order to learn R you need to [...]

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  • Review of “Numerical Methods and Optimization in Finance” by Gilli, Maringer and Schumann

    September 12, 2012

    Previously This book and the associated R package were introduced before. Executive Summary A very nice -- and enlightening -- discussion of a wide range of topics. Principles The [...]

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  • Two new, important books on R

    June 22, 2012

    Two books were recently published that are sure to help R grow even faster. R has a reputation, partially deserved, for being hard to learn.  These books will help.  [...]

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  • Review of “The Origin of Financial Crises” by George Cooper

    March 19, 2012

    The subtitle is "Central banks, credit bubbles and the efficient market fallacy". Executive summary This is much too important of a book to remain as obscure as it is.  [...]

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  • Review of “Models. Behaving. Badly.” by Emanuel Derman

    January 30, 2012

    Why confusing illusion with reality can lead to disaster, on Wall Street and in life. Note that the cover is more clever than you might at first notice. Ceci [...]

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