Peter Carl
http://www.braverock.com/~peter
> Dear Sirs,
> I'm working on a standardized report for trading models I'll build. Of
> course I've found very helpful, my thanks to authors, the
> PerformanceAnalytics package.
>
> Let me underline that in my opinion the most interesting feature of
> package is its scalability, or something similar. In fact, you can use the
> included statistics (Sharpe, maxDD, Var, etc...) or complete the report
> with statistics of your own or not included in the package.
>
> I would like to ask you what is the best/smartest output format or what
> kind of output format you usually use for internal model report. In other
> words: what is the best practice? A single XLS file, TXT report or a
> complex PDF file (morningstar like) with all the informations about model?
>
> Regards,
>
> Marco
>
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