Introduction to statistical finance with R

October 19, 2010
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(This article was first published on R User Groups, and kindly contributed to R-bloggers)

During the first part of our meeting, Nicolas Christou gave an introduction of statistical finance in R, and presented a package he co-authored with previous PhD student David Diez (2010). Video of the talk is below:

During the second part, we accommodated shorter talks outlining R users’ experiences with statistical finance in R.

Kyle Matoba, a Finance PhD student from UCLA Anderson School of Management, presented on Algorithmic Trading with R.

Bryce Little, UCLA alum, presented on Constructing Minimum Variance Portfolios with R.

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