The annoucement below just went to the R-SIG-Finance list. More information is as usual at the R / Finance page: Now open for registrations: R / Finance 2014: Applied Finance with R May 16 and 17, 2014 Chicago, IL, USA The reg...

The annoucement below just went to the R-SIG-Finance list. More information is as usual at the R / Finance page: Now open for registrations: R / Finance 2014: Applied Finance with R May 16 and 17, 2014 Chicago, IL, USA The reg...

As announced on the R-SIG-Finance mailing list, registration for R/Finance 2014 is now open! The conference will take place May 17 and 18 in Chicago.Building on the success of the previous conferences in 2009-2013, we expect more than 250 attendees fro...

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 ...

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...

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...

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

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...

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...

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: