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...

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...

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...

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...

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...

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...

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 ...

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 ...

The registration for R/Finance 2011--which will take place April 29 and 30 in Chicago--is NOW OPEN!Building on the success of the two previous conferences in 2009 and 2010, we are expecting more than 250 attendees from around the world representing bot...

The registration for R/Finance 2011--which will take place April 29 and 30 in Chicago--is NOW OPEN!Building on the success of the two previous conferences in 2009 and 2010, we are expecting more than 250 attendees from around the world representing bot...