682 search results for "Finance"

Think academic journals look the same ? Well, some do…

February 8, 2011
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Think academic journals look the same ? Well, some do…

We have seen yesterday that finding an optimal strategy to publish is not that simple. And actually, it can be even more difficult in the case the journal rejects the paper (not because it is not correct, but because "it does not fit" with the stan...

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The R-Files: Dirk Eddelbuettel

February 4, 2011
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The R-Files: Dirk Eddelbuettel

"The R-Files" is an occasional series from Revolution Analytics, where we profile prominent members of the R Community. Name: Dirk Eddelbuettel Background: Ph.D. (EHESS, France), Quantitative Analyst Nationality: Canadian Years Using R: About 15 Known for: RQuantlib, Rcpp/RInside, R packaging for Debian/Ubuntu, Task Views for Finance and HPC, CRANberries Dirk Eddelbuettel is an active member of the R community...

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Slides and replay for "Portfolio design, optimization and stability analysis"

January 27, 2011
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Slides and replay for "Portfolio design, optimization and stability analysis"

Thanks to everyone who attended yesterday's webinar, "Portfolio design, optimization and stability analysis", presented by Diethelm Würtz of the Rmetrics Association and sponsored by Revolution Analytics, Sybase, Finance Online and NeuralTechSoft. (And thanks in particular for your patience for the last start -- in a perfect demonstration of Murphy's law a microphone failed moments before the scheduled start.) If...

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Blackbox trading Strategy using Rapidminer and R

January 23, 2011
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Blackbox trading Strategy using Rapidminer and R

This my first post in 2011. this post has cost me a bit more than usual, but I hope it meets expectations. The aim of this tutorial is to generate an algorithm based on black box trading, with all the necessary elements for evaluation. That is a first post of several, in order to explore the problems, features of...

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Blackbox trading Strategy using Rapidminer and R

January 23, 2011
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Blackbox trading Strategy using Rapidminer and R

This my first post in 2011. this post has cost me a bit more than usual, but I hope it meets expectations. The aim of this tutorial is to generate an algorithm based on black box trading, with all the necessary elements for evaluation. That is a first post of several, in order to explore the problems, features of...

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Call for proposals for writing a book about R (via Chapman & Hall/CRC)

January 20, 2011
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Rob Calver wrote an interesting invitation on the R mailing list today, inviting potential authors to submit their vision of the next great book about R. The announcement originated from the Chapman & Hall/CRC publishing houses, backed up by an impressive team of R celebrities, chosen as the editors of this new R books series,

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RcppBDT 0.1.0

January 18, 2011
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The family of Rcpp packages just grew by one: the first 0.1.0 release of RcppBDT is now on CRAN.RcppBDT stands for Rcpp Boost Date_Time. It employs what we call Rcpp modules: a mechanism which provides easier ways to expose C++ functions and classe...

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In case you missed it: December Roundup

January 17, 2011
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In case you missed them, here are some articles from December of particular interest to R users. A Facebook employee created a beautiful visualization of social connections around the world, which made a lot of news on the Web. The creator, Paul Butler, explained how he did it using R. With sponsorship from Revolution Analytics, the R/Finance conference in...

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Plotting overbought / oversold regions in R

January 16, 2011
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Plotting overbought / oversold regions in R

The good folks at Bespoke Investment Group frequently show charts of so-called overbought or oversold levels; see e.g. here for the most recent global markets snapshot.Classifying markets as overbought or oversold is a popular heuristic. It starts...

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The number 1 novice quant mistake

January 12, 2011
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The number 1 novice quant mistake

It is ever so easy to make blunders when doing quantitative finance.  Very popular with novices is to analyze prices rather than returns. Regression on the prices When you want returns, you should understand log returns versus simple returns. Here we will be randomly generating our “returns” (with R) and we will act as if … Continue reading...

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