The registration for R/Finance 2013 -- which will take place May 17 and 18 in Chicago -- is NOW OPEN!Building on the success of the previous conferences in 2009, 2010, 2011 and 2012, we expect more than 250 attendees from around the world. R users from...

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If you haven't signed up for the Introduction to Computational Finance and Financial Econometrics course taught by Eric Zivot on Coursera, it's not too late.  The second week just started and the first assignments aren't due until September 18th.J...

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The Google Summer of Code (2012) project to extend xts has produced a very promising new plot.xts function.  Michael Weylandt, the project's student, wrote R-SIG-Finance to request impressions, feedback, and bug reports.  The function is hous...

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You have a problem: R is single-threaded, but your code would be faster if it could simultaneously run on more than one core.  You have access to a cluster and/or your computer has multiple cores.  Parallel R, by Q. Ethan McCallum and Stephen...

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This post is a slightly revised (and "blogified") version of the message Brian Peterson has sent to various R mailing lists.

Once again, R has been accepted as a mentoring organization for the Google Summer of Code (2012).  We invite students interested in this program to learn more about it.  A good starting point...

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You can find more information on the R/Finance conference website.  Hope to see you in Chicago in May!The registration for R/Finance 2012 -- which will take place May 11 and 12 in Chicago -- is NOW OPEN!Building on the success of the three previou...

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Running DEoptim in parallel has been on the development team's wishlist for awhile.  It had not been a priority though, because none of us have personally needed it.  An opportunity arose when Kris Boudt approached me about collaborating to a...

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I'm excited to share the call for papers for the upcoming R/Finance conference.  Even if you don't submit a presentation, I hope to see you there!Call for Papers:R/Finance 2012: Applied Finance with RMay 11 and 12, 2012University of Illinois, Chic...

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(This is a guest post by Ilya Kipnis)

When trading stocks in a single currency, instrument metadata can be safely ignored because the multiplier is 1 and the currencies are all the same.  When doing analysis on fixed income products, options, futures, or other complex derivative instruments, the data defining the properties of these instruments becomes critical to tasks...

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The most recent issue of The R Journal was recently published.  If you're not a regular reader, you should at least check out the following three contributed articles (listed in order of appearance).Rmetrics - timeDate PackageDifferential Evoluti...

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