R/Finance 2010 presentations

July 7, 2010
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(This article was first published on Revolutions, and kindly contributed to R-bloggers)

The presentations from April's successful R/Finance 2010 conference in Chicago are now available online. (Revolution Analytics is a proud sponsor of the conference.) There's some amazing content here for anyone looking for the cutting-edge of financial engineering, with presentations from practitioners and researchers at institutions like Invesco Asset Management, Black Mesa Capital, and some of the leading academic institutions from around the world. Here's just a selection of titles available for download:

  • Trading with R: Idea to Execution in 50 Minutes with IBrokers and R 
  • Risk Modeling with R
  • Testing, Monitoring and Dating Structural Change in FX Regimes
  • Portfolio Optimization with Conditional Value-at-Risk Budgets
  • Simulation-based Estimation of Continuous Time Models
  • Follow the link below for the complete list and to download the presentations.

R/Finance 2010: Agenda

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