Revolution Analytics is growing, and we're looking for some skilled R Hackers to work in our pre-Sales team. A big part of our task is showing companies how R is such a great tool for modern data analysis (especially compared to those older tools with 3- or 4-letter acronyms). So if you have a knack for applying R to...
567 search results for "finance"
Its 9am, do you know what the traders are thinking?
Roll proposed a model for the bid-ask spread that was based on first-order serial correlation. His empirical tests were based on daily and weekly frequency equity data, and based on the results he concluded there were informational inefficiencies (or that there was very short term non-stationarity in expected returns).
More recently this model has been applied to high...
Postdoc in Wharton
Just received this email from José Bernardo about an exciting postdoc position in Wharton: POST-DOCTORAL FELLOW – DEPARTMENT OF STATISTICS, THE WHARTON SCHOOL The Department of Statistics at The Wharton School of the University of Pennsylvania is seeking candidates for a Post-Doctoral Fellowship. This research fellowship provides full funding without any teaching requirements at a 
New England R Users Group Meeting
Attended and thoroughly enjoyed Tuesday night’s New England R Users Group. We meet monthly in the Boston area to discuss the various ways in which people use and interact with the R programming language. Not surprisingly, we have a variety of industries represented. One of us is using R to recognize patterns in tissue samples 
R is Hot: Part 5
This the final installment of a five-part article series. You can download the complete article from the Revolution Analytics website. Building a Business The value of R to business is borne out by the experiences of John Lucker and his team of advanced analytics professionals at Deloitte Consulting LLP. John is a Deloitte Consulting Principal and leads the firm’s...
Handling Large Datasets in R
Handling large dataset in R, especially CSV data, was briefly discussed before at Excellent free CSV splitter and Handling Large CSV Files in R. My file at that time was around 2GB with 30 million number of rows and 8 columns. Recently I started to collect and analyze US corporate bonds tick data from year...
Algorithmic Trading with IBrokers
Kyle Matoba is a Finance PhD student at the UCLA Anderson School of Management. He gave a presentation on Algorithmic Trading with R and IBrokers at a recent meeting of the Los Angeles R User Group. The discussion of IBrokers begins near th...
R API to Interactive Brokers Trader Workstation
Interactive Brokers via Matlab was mentioned at the old post Matlab trading code, IBrokers: R API to Interactive Brokers Trader Workstation is the R package I realize for algo trading API. Should you are also interested, you can watch the following sh...
Help! My model fits too well!
This is sort-of related to my sidelined study of graph algebra. I was thinking about data I could apply a first-order linear difference model to, and the stock market came to mind. After all, despite some black swan sized shocks, what better predicts a day’s closing than the previous day’s closing? So,
Introduction to statistical finance with R
During the first part of our meeting, Nicolas Christou gave an introduction of statistical finance in R, and presented a package he co-authored with previous PhD student David Diez (2010). Video of the talk is below: During the second part, … Continue reading →
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
