723 search results for "finance"

Slopegraphs | rCharts –> maybe finance versions

March 28, 2014
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Back in 2011, Charlie Park did two very thorough posts on Edward Tufte’s table graphics or slopegraphs. http://charliepark.org/slopegraphs/ http://charliepark.org/a-slopegraph-update/ These type graphics can provide very effective visualizations of ...

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Introduction to R for Quantitative Finance Introduction to R for Quantitative Finance (Book Review)

March 2, 2014
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Introduction to R for Quantitative Finance Introduction to R for Quantitative Finance (Book Review)

Last November 2013, PACKT Publishing launched the Introduction to R for Quantitative Finance. The book around  which is around 164 pages (including cover page and back pages) discuss the implementation different quantitative methods used in financ...

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Quantitative Finance Applications in R – 4: Using the Generalized Lambda Distribution to Simulate Market Returns

February 25, 2014
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Quantitative Finance Applications in R – 4:  Using the Generalized Lambda Distribution to Simulate Market Returns

by Daniel Hanson, QA Data Scientist, Revolution Analytics Introduction As most readers are well aware, market return data tends to have heavier tails than that which can be captured by a normal distribution; furthermore, skewness will not be captured either. For this reason, a four parameter distribution such as the Generalized Lambda Distribution (GLD) can give us a more...

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Quantitative Finance Applications in R – 3: Plotting xts Time Series

January 28, 2014
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Quantitative Finance Applications in R – 3: Plotting xts Time Series

by Daniel Hanson, QA Data Scientist, Revolution Analytics Introduction and Data Setup Last time, we included a couple of examples of plotting a single xts time series using the plot(.) function (ie, said function included in the xts package). Today, we’ll look at some quick and easy methods for plotting overlays of multiple xts time series in a single...

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Introduction to R for Quantitative Finance – Book Review

January 10, 2014
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Introduction to R for Quantitative Finance – Book Review

I used some spare time I had over the christmas break to review a book I came across: Introduction to R for Quantitative Finance. An introduction to the book by the authors can be found here. The book targets folks with some finance knowledge but no or little experience with R. Each chapter is organised around a

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Quantitative Finance Applications in R – 2

January 9, 2014
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Quantitative Finance Applications in R – 2

by Daniel Hanson QA Data Scientist, Revolution Analytics Some Applications of the xts Time Series Package In our previous discussion, we looked at accessing financial data using the quantmod and Quandl R packages. As noted there, the data series returned by quantmod comes in the form of an xts time series object, and Quandl provides a parameter that sets...

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Quantitative Finance Applications in R

December 27, 2013
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Quantitative Finance Applications in R

by Daniel Hanson, QA Data Scientist, Revolution Analytics Extracting Financial Data from Internet Source Using R (first in a series) Earlier this month, a colleague and I attended a presentation on Computational Finance in R, given by Guy Yollin of the University of Washington Applied Mathematics faculty, at a meeting of the Seattle useR Group. The first among several...

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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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