786 search results for "finance"

knitR Performance Report 3 (really with knitr) and dprint

May 23, 2012
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knitR Performance Report 3 (really with knitr) and dprint

please see knitr Performance Report–Attempt 3, knitr Performance Report-Attempt 2 and knitr Performance Report-Attempt 1 alstated’s asked a very good question in his comment on knitr Performance Report–Attempt 3, and I’m not sure I could have a...

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Classical Technical Patterns

May 21, 2012
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Classical Technical Patterns

In my presentation about Seasonality Analysis and Pattern Matching at the R/Finance conference, I used examples that I have previously covered in my blog: Month of the Year Seasonality – I introduced the Seasonality charts in the Historical Seasonality Analysis: What company in DOW 30 is likely to do well in January? post. I also

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Revolution Newsletter: May 2012

May 16, 2012
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The most recent edition of the Revolution Newsletter is out. The news section is below, and you can read the full May edition (with highlights from this blog and community events) online. You can subscribe to the Revolution Newsletter to get it monthly via email. New R Training Courses Announced. Three new R courses from leading R experts are...

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Interactive reports in R with knitr and RStudio

May 15, 2012
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Interactive reports in R with knitr and RStudio

Last Saturday I met the guys from RStudio at the R in Finance conference in Chicago. I was curious to find out what RStudio could offer. In the past I have used mostly Emacs + ESS for editing R files. Well, and what a surprise it was. JJ, Joe and Josh ...

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Portfolio diversity

May 7, 2012
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Portfolio diversity

How many baskets are your eggs in? Meucci diversity Attilio Meucci directly addresses the adage: Don’t put all your eggs in one basket. His idea is to think of your portfolio as a set of  subportfolios that are each uncorrelated with the rest.  If your portfolio can be configured to have a lot of roughly … Continue reading...

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Correlations, dimension, and risk measure

May 4, 2012
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Correlations, dimension, and risk measure

Yesterday, while I was attending the IFM2 conference, at HEC Montreal, I heard a nice talk about credit risk, and a comparison between contagion (or at least default correlation), for corporate and retail companies (in the US). And it was mentioned...

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2nd round of call for chapter proposals for book Data Mining Applications with R: due by 31 May

May 2, 2012
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2nd round of call for chapter proposals for book Data Mining Applications with R: due by 31 May

2nd CALL FOR CHAPTERS: proposals due by 31 May 2012 Data Mining Applications with R A book to be published by Elsevier http://www.RDataMining.com/books/book2 Introduction —————— R is one of the most widely used data mining tools in scientific and business … Continue reading →

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Information Age: graduates driving industry adoption of R

April 30, 2012
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Information Age recently published a feature article devoted to the R language, "Putting the R in analytics". Says author Pete Swabey: Already popular in universities, there are signs that R is finding increasing adoption in the enterprise. This promises to lower the barriers of entry for advanced analytics, and may accelerate the mathemitisation of business management. The article includes...

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An academic programming language paper about R

April 27, 2012
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An academic programming language paper about R

The R language has passed another milestone, a paper aimed at the academic programming language community (or at least one section of this community) has been written about it, Evaluating the Design of the R Language by Morandat, Hill, Osvald and Vitek. Hardly earth shattering news, but it may have some impact on how R

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Rmetrics financial engineering workshop

April 24, 2012
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For those looking for an in-depth workshop on financial engineering with R, look no further than the R/Rmetrics Workshop and Summer School held annually in beautiful Meielisalp, Switzerland. This is an intimate workshop limited to around 50 participants, and features tutorials from leading practitioners in finance with R. This year's workshop takes plase June 24-28. You can find the...

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