Blog Archives

Stack Exchange: Quantitative Finance in public beta

February 14, 2011
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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...

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R/Finance 2011 Call for Papers

December 26, 2010
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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...

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R/Finance 2011 Call for Papers

December 26, 2010
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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...

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Why Use R?

December 14, 2010
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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 RI was introduced...

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Why Use R?

December 14, 2010
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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 RI was introduced...

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Build RQuantLib on 32-bit Windows

December 7, 2010
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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....

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Build RQuantLib on 32-bit Windows

December 7, 2010
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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....

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Risk-Opportunity Analysis

November 12, 2010
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Risk-Opportunity Analysis

I will be attending Ralph Vince's risk-opportunity analysis workshop in Tampa this weekend.  Drop me a note if you're in the area and would like to meet for coffee / drinks.

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Algorithmic Trading with IBrokers

October 25, 2010
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Algorithmic Trading with IBrokers

Kyle Matoba is a Finance PhD student at the UCLA Anderson School of Management.  He gave a presentation on Algorithmic Trading with R and IBrokers at a recent meeting of the Los Angeles R User Group.  The discussion of IBrokers begins near th...

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Patrick Burns is blogging

August 28, 2010
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Patrick Burns is blogging

Patrick Burns is the author of several helpful R resources, including A Guide for the Unwilling S User, The R Inferno, and S Poetry. He also wrote one of my favorite critiques of Microsoft Excel: Spreadsheet Addiction. His writing is witty, entertain...

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