Introduction to statistical finance with R

During the first part of our meeting, Nicolas Christou gave an introduction of statistical finance in R, and presented a package he co-authored with previous PhD student David Diez (2010). Video of the talk is below:

During the second part, we accommodated shorter talks outlining R users’ experiences with statistical finance in R.

Kyle Matoba, a Finance PhD student from UCLA Anderson School of Management, presented on Algorithmic Trading with R.

Bryce Little, UCLA alum, presented on Constructing Minimum Variance Portfolios with R.

useR! 2010 conference videos

Videos of the invited talks of the useR! 2010 conference as follows (courtesy by Kate Mullen and NIST). This site also aims at collecting the materials (video, slides, R code) of local R users group (RUG) meetings and various other R talks and bringing them to the larger R community. See more videos here, and if you’d like to contribute with materials, see more information here.

Welcome by NIST and
Frank E. Harrell Jr: Information Allergy

Mark S. Handcock: Statistical Modeling of Networks in R and
Panel Discussion: Challenges Bringing R into Commercial Environments

Luke Tierney: Some possible directions for the R engine and
Diethelm W├╝rtz: The Hull, the Feasible Set, and the Risk Surface: A Review of the Portfolio Modeling Infrastructure in R/Rmetrics

Friedrich Leisch: Reproducible Statistical Research in Practice and
Uwe Ligges: Prospects and Challenges for CRAN – with a glance on 64-bit Windows binaries

Also, audio of Richard M. Stallman: Free Software in Ethics and in Practice can be found here (the main talk) and here (the Q&A). More details about the talk and the Q&A session is available on the original blog post link.