Blog Archives

DEoptim in Parallel

March 4, 2012
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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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R/Finance 2012 Call for Papers

December 15, 2011
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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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Creating Financial Instrument metadata in R

July 27, 2011
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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 R Journal, Volume 3/1

June 23, 2011
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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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R/Finance 2011 Presentations are online

May 29, 2011
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For those of you who don't subscribe to the R-SIG-Finance mailing list: You really should subscribe ;-)Dirk Eddelbuettel announced the R/Finance 2011 presentations are now available. I've included the entire announcement (with some hyperlinks) below.The organizing committee for the R/Finance 2011 conference is pleased to announce the availability of presentation slides from the 3rd annual R/Finance...

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R/Finance 2011 Presentations are online

May 29, 2011
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For those of you who don't subscribe to the R-SIG-Finance mailing list: You really should subscribe ;-)Dirk Eddelbuettel announced the R/Finance 2011 presentations are now available.I've included the entire announcement (with some hyperlinks) below.The organizing committee for the R/Finance 2011 conference is pleased to announce the availability of presentation slides from the 3rd annual R/Finance...

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RQuantLib Windows binary on CRAN

April 4, 2011
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Dirk Eddelbuettel has recently released RQuantLib-0.3.7, which contains the necessary QuantLib builds to allow the CRAN servers to build the Windows binary.This (thankfully) makes my post on how to build RQuantLib on 32-bit Windows unnecessary for casu...

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RQuantLib Windows binary on CRAN

April 4, 2011
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Dirk Eddelbuettel has recently released RQuantLib-0.3.7, which contains the necessary QuantLib builds to allow the CRAN servers to build the Windows binary.This (thankfully) makes my post on how to build RQuantLib on 32-bit Windows unnecessary for casu...

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How to backtest a strategy in R

March 26, 2011
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This is the third post in the Backtesting in Excel and R series and it will show how to backtest a simple strategy in R.  It will follow the 4 steps Damian outlined in his post on how to backtest a simple strategy in Excel.Step 1: Get the dataThe ...

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How to backtest a strategy in R

March 26, 2011
By

This is the third post in the Backtesting in Excel and R series and it will show how to backtest a simple strategy in R.  It will follow the 4 steps Damian outlined in his post on how to backtest a simple strategy in Excel.Step 1: Get the dataThe ...

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