At the R/Finance 2013 I presented my ideas on how an optimal way to model portfolio optimization problems would look like. Three years after that presentation the first open-source version of this modelling language has been released, thanks to the great project team consisting of Laura Vana and Florian Schwendinger. Check out our project page to find out more about a radically new way to portfolio optimization modeling!
Welcome to the new site here at finance-r.com called Financial Engineering with R. You can find all annotated R scripts (snippets) which were available at old site at http://finance-r.com/index.php/legacy-site/ These old scripts have not been updated since early 2013, so they are quite outdated. Many new snippets (including updates to the existing ones) will be added in the coming weeks with the ultimate goal to create a book out of the snippets. In the meantime, please get back to me any time if you have any questions or comments.