(This article was first published on Revolutions, and kindly contributed to R-bloggers)
Patrick Burns offers his selections from the presentations at the R/Finance 2011 conference. Check out his post for overviews of some great presentations (and truly, there's some awesome content available to download). I'll add another of my favourites: Bryan Lewis's presentation of his interface from R to the betfair betting market. (But if you use it to automate bets with R, online betting is illegal in the USA. Write your congressperson if, like me, you'd like to see this changed!)
Portfolio Probe: Selections from the R/Finance conference
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Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).