764 search results for "finance"

Downloading Option Chain Data from Google Finance in R: An Update

January 13, 2015
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Downloading Option Chain Data from Google Finance in R: An Update

I recently read an article which showed how to download Option Chain data from Google Finance using R. Interestingly, that article appears to be a close adaption of another article which does the same thing using Python. While playing around with the code from these articles I noticed a couple of things that might benefit

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Example 2015.1: Time to refinance?

January 5, 2015
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Example 2015.1: Time to refinance?

In the US, it's typical to borrow a fairly substantial portion of the cost of a new house from a bank. The cost of these loans, the mortgage rate, varies over time depending on what the financial wizards see in their crystal balls. What this means over time is that when the mortgage rates go down, the...

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CRAN Task Views for Finance and HPC now (also) on GitHub

November 28, 2014
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The CRAN Task View system is a fine project which Achim Zeileis initiated almost a decade ago. It is described in a short R Journal article in Volume 5, Number 1. I have been editor / maintainer of the Finance task view essentially since the very beginning of these CRAN Task Views, and...

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R / Finance 2015 Call for Papers

November 18, 2014
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Earlier today, Josh send the text below to the R-SIG-Finance list, and I updated the R/Finance website, including its Call for Papers page, accordingly. We are once again very excised about our conference, thrilled about the four confirmed keynotes, and hope that many R / Finance users will not only join us in Chicago in May...

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R/Finance 2015 Call for Papers

November 18, 2014
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Call for Papers:R/Finance 2015: Applied Finance with RMay 29 and 30, 2015University of Illinois at ChicagoThe seventh annual R/Finance conference for applied finance using R will be held on May 29 and 30, 2015 in Chicago, IL, USA at the University...

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Using R to simulate the finances of public sector pension funds

September 2, 2014
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by Don Boyd, Senior Fellow, Rockefeller Institute of Government The Rockefeller Institute of Government is excited to be developing models to simulate the finances of public pension funds, using R. Public pension funds invest contributions from governments and public sector workers in an effort to ensure that they can pay all promised benefits when due. State and local government...

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Coursera course on computational finance with R

August 26, 2014
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Coursera course on computational finance with R

As of today (Tuesday 26th of August), a new session of Professor Eric Zivot’s course on computational finance and financial econometrics starts on Coursera. Just like the previous run of the course, most R labs and R assignments will take place in DataCamp’s interactive learning environment. Designed by Professor Eric Zivot (University of Washington), Introduction to computational

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Quantitative Finance applications in R – 8

August 12, 2014
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Quantitative Finance applications in R – 8

The latest in a series by Daniel Hanson Introduction Correlations between holdings in a portfolio are of course a key component in financial risk management. Borrowing a tool common in fields such as bioinformatics and genetics, we will look at how to use heat maps in R for visualizing correlations among financial returns, and examine behavior in both a...

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Quantitative Finance applications in R – 7: Constructing a Term Structure of Interest Rates Using R (part 2 of 2)

July 1, 2014
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Quantitative Finance applications in R – 7: Constructing a Term Structure of Interest Rates Using R (part 2 of 2)

by Daniel Hanson Recap and Introduction Last time in part 1 of this topic, we used the xts and lubridate packages to interpolate a zero rate for every date over the span of 30 years of market yield curve data. In this article, we will look at how we can implement the two essential functions of a term structure:...

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R/Finance 2014 Review

June 30, 2014
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It's been more than a month since R/Finance 2014, and my job has finally slowed down enough to allow me to write down my thoughts (though I'm writing this over two days during my train to and from Chicago).The comments below are based on my personal ex...

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