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Free Trial
  • 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
    • News
  • Solutions
    • Broker
    • Chief Investment Officer
    • Fund of Funds
    • Fundamental Fund Manager
    • Hedge Fund Manager
    • Investment Consultant
    • Performance Measurement and Attribution
    • Plan Sponsor
    • Quantitative Fund Manager
    • 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

    Documentation

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    • Portfolio Probe Reference Manual
    • Obsolete Documentation
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Blog category

Book review

  • Review of “R Graphs Cookbook” by Hrishi Mittal

    January 24, 2011

    Executive summary: Extremely useful for new users, informative to even quite seasoned users. Refereeing Once upon a time a publisher asked if I would referee a book (unspecified) about [...]

    Read More
  • Blog year 2010 in review

    December 30, 2010

    The blog year started in August and consists of 30-something posts.  Here is a summary. Most popular Ideas for World Statistics Day A quant review of "The Quants" by [...]

    Read More
  • Some quibbles about “The R Book” by Michael Crawley

    December 13, 2010

    A friend recently bought The R Book and I said I would tell him of problems that I've noticed with it.  You can eavesdrop. Page 4 The word "library" [...]

    Read More
  • Review of “Obliquity” by John Kay and “Drive” by Daniel Pink

    November 18, 2010

    How could a book about indirectly solving problems and one about human motivation be saying the same thing? Obliquity Chapter 1 (and more) is about happiness.  We've been here [...]

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  • Review of “Brain Rules” by John Medina

    October 5, 2010

    Finally, an operator's manual for the human brain. You should read this book, but in the meantime I'll summarize the rules over which you have some control: exercise don't [...]

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  • Review of “The Happiness Equation” by Nick Powdthavee

    September 23, 2010

    Your happiness probably lies outside this book. Fund management If you think this topic remote from fund management, I think you're wrong. Suppose that we deliver a lot of [...]

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  • A quant review of “The Quants” by Scott Patterson

    August 30, 2010

    There were giant mutant quants destroying every ... Oh, sorry.  That was ants not quants, and it was a Japanese movie not a book. Given my blog's remit, it [...]

    Read More
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