This first post of the Backtesting in Excel and R series will provide some resources to help smooth the transition from the familiarity and comfort of Excel to the potentially strange and intimidating world of R.I made my voyage from Excel to R more th...
Blog Archives
Backtesting in Excel and R
This post is the introduction to a series that will illustrate how to backtest the same strategy in Excel and R. The impetus for this series started with this tweet by Jared Woodard at Condor Options. After Soren Macbeth introduced us, Jare...
Backtesting in Excel and R
This post is the introduction to a series that will illustrate how to backtest the same strategy in Excel and R. The impetus for this series started with this tweet by Jared Woodard at Condor Options. After Soren Macbeth introduced us, Jare...
Stack Exchange: Quantitative Finance in public beta
The Quantitative Finance Stack Exchange community entered public beta last week. To quote the FAQ: The Quantitative Finance Stack Exchange is intended specifically for professionals and traders working in investment banking, and aca...
R/Finance 2011 Call for Papers
The 2011 R/Finance conference has an updated call for papers. Dirk Eddelbuettel announced it to the R-SIG-Finance mailing list. I've reproduced his email in its entirety below. Let me know if you plan on attending.Subject: R/Finance 2...
R/Finance 2011 Call for Papers
The 2011 R/Finance conference has an updated call for papers. Dirk Eddelbuettel announced it to the R-SIG-Finance mailing list. I've reproduced his email in its entirety below. Let me know if you plan on attending.Subject: R/Finance 2...
Why Use R?
I use R very frequently and take for granted much that it has to offer. I forget how R is different from similar tools, so I have trouble communicating the benefits of using R. The goal of this post is to highlight R's main strengths, but first... my story.
How I got started with R
I was introduced...
Why Use R?
I use R very frequently and take for granted much that it has to offer. I forget how R is different from similar tools, so I have trouble communicating the benefits of using R. The goal of this post is to highlight R's main strengths, but first... my story.
How I got started with R
I was introduced...
Build RQuantLib on 32-bit Windows
Before you start, note that there is now a Windows binary of RQuantLib is available on CRAN.Due to a change in how R-2.12.0 is built, CRAN maintainers could no longer provide a Windows binary of RQuantLib with the QuantLib library they had been using....
Build RQuantLib on 32-bit Windows
Before you start, note that there is now a Windows binary of RQuantLib is available on CRAN.Due to a change in how R-2.12.0 is built, CRAN maintainers could no longer provide a Windows binary of RQuantLib with the QuantLib library they had been using....
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
