evelynmitchell/RFinanceDemos — pull request #4 by kylebalkissoon (2013-05-24 19:06:31+00:00)
Title: Create Min cVaR simplified

ETF Rotation strategy, once min cVaR works, will look at max mean & min cVaR

Then mean (Estimated by an Arma/arima), and garch (by sequentially better models)