733 search results for "finance"

Introduction to R for Quantitative Finance

December 4, 2013
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Introduction to R for Quantitative Finance

An introductory book on Quantitative Finance and R I co-authored with some learned faculty members of the Corvinus University of Budapest (Michael Puhle, Edina Berlinger, Péter Csóka, Dániel Havran, Ferenc Illés, Tamás Makara, Márton Michaletzky, Zsolt Tulassay, Varadi Kata and Ágnes Vidovics-Dancs) has been recently published at Packt:Introduction to R for Quantitative Finance

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Quant finance blogs

October 22, 2013
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Quant finance blogs

What I’ve learned from updating the blogroll. New entries The easy option is to go to The Whole Street which aggregates lots of quant finance blogs. Somehow Bookstaber missed out being on the blogroll before — definitely an oversight. Timely Portfolio was another that I was surprised wasn’t already there. The R Trader talks about … Continue reading...

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R/Finance 2014 Call for Papers

October 17, 2013
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We're getting ready for this year's R/Finance conference.  Here's the call for papers.  I hope to see you there!R/Finance 2014: Applied Finance with RMay 16 and 17, 2014University of Illinois at ChicagoThe sixth annual R/Finance conference fo...

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Genetics to Finance – Amazed By Open Source d3 and r

September 19, 2013
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Genetics to Finance – Amazed By Open Source d3 and r

Open source amazes me by the speed of distribution and the power of iteration.  Take for example the very  fine combination of R and d3 provided here at http://www.biostat.wisc.edu/~kbroman/D3/.  The correlation matrix with scatterplot i...

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New eBook: Topics in Empirical Finance

September 18, 2013
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(This article was first published on Rmetrics blogs, and kindly contributed to R-bloggers) To leave a comment for the author, please follow the link and comment on his blog: Rmetrics blogs. R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web...

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Applications of Interactivity to Finance

August 28, 2013
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Applications of Interactivity to Finance

Of the nearly infinite ways of using crossfilter and dc.js in finance, the 2 that immediately came to my mind are signal analysis in system building and money manager analysis in due diligence.  My first very basic experiment explores a commonly k...

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All My Roads Lead Back to Finance–PIMCO Sankey

July 17, 2013
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All My Roads Lead Back to Finance–PIMCO Sankey

Even though the route might be circuitous, my seemingly random journeys all seem to lead back to finance.  My fun with rCharts sankey diagrams (Exploring Networks with Sankey) has led me into an exploration of the PIMCO network.  Although PIMCO is best known for its fixed income products, PIMCO has broadened its product offerings...

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Introduction to stable distributions for finance

June 10, 2013
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Introduction to stable distributions for finance

A few basics about the stable distribution. Previously “The distribution of financial returns made simple” satirized ideas about the statistical distribution of returns, including the stable distribution. Origin As “A tale of two returns” points out, the log return of a long period of time is the sum of the log returns of the shorter … Continue reading...

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R/Finance 2013 Review

May 28, 2013
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It's been one week since the 5th Annual R/Finance conference, and I finally feel sufficiently recovered enough to share my thoughts. The conference is a two-day whirlwind of applied quantitative finance, fantastic networking, and general geekery.The comments below are based on my personal experience.  If I don't comment on a seminar or presentation, it doesn't mean I...

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R / Finance 2013 Recap — and Presentation Slides

The fifth internation R/Finance conference was held last weekend. As one of the founding co-organizers, I may well be accussed of a little bias, but we think we once again pulled off a very nice and successful weekend-long event. Participants had ki...

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