QuantBros Tutorial. Portfolio Generation using Techila Distributed Computing Engine
This is a QuantBros.com tutorial on how to generate an efficient frontier of random portfolios from S&P 500 with custom constraints in R programming language.
Generating the portfolios takes quite long time. In this tutorial Dakota Wixom from QuantBros accelerates the project using R's plyr functions, Techila Technologies Distributed Computing Engine, and cloud computing.
QuantBros is dedicated to teaching others the fundamentals of business, financial engineering, and technology. Their goal is to enable everyone to have command over their financial future.
The source code used in this quantitative finance tutorial is available on the QuantBros.com web site. http://www.quantbros.com
For more information about the R API of the Techila Distributed Computing Engine, please visit the Techila Distributed Computing Engine with R User Guide that is available in Techila Documentation Home.
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