Probably all of us have met the issue of handling missing data, from the basic portfolio correlation matrix estimation, to advanced multiple factor analysis, how to impute missing data remains a hot topic. Missing data are unavoidable, and more encompassing than the ubiquitous association of the term, irgoring missing data will generally lead to biased estimates. The...
R has a lot of functions. Add in all the packages on CRAN, and then there's a lot of functions. You can search through the contents of the function documentation at places like Rseek.org, but the R Graphical Manual takes a different tack on exploring the functions in R: rather than browsing by the name or description of the...
Quantlib is a free library for modeling, trading, and risk management in real-life providing a comprehensive software framework for quantitative finance, it is written in C++, which might be inconvenient for some users. JQuantLib aiming at Java-fans i...
blotter is an R package that tracks the P&L of your trading systems (or simulations), even if your portfolio spans many security types and/or currencies. This post uses blotter to track a simple two-ETF trading system. The contents of this post b...
Jeff sent the following while I had connectivity issues and I hadn't gotten around to posting it here. So without further ado, and given the success of our initial R / Finance 2009 conference about R in Finance, here is the call for papers for next sp...
Jeff sent the following while I had connectivity issues and I hadn't gotten around to posting it here.
So without further ado, and given the success of our initial R / Finance 2009 conference about R in Finance, here is the call for papers for next spring:
Call for Papers:
R/Finance 2010: Applied Finance with R
April 16 and 17, 2010
Chicago, IL, USA
The second...
LondonR Date: Tuesday 3rd November Time: 6pm – 9.30pm Venue: Shooting Star Public house, 129 City Rd London, EC1, United Kingdom +44 20 7929 6818 Introduction: Richard Pugh - mangosolutions 6.15pm: Richard Saldanha - R in the ...
Regular readers of this blog (yes, both of you!) may remember the computer/broadband/ directory that this post appears in as the collection of my Comcastic (yeah right) experiences with my ISP. But I think this week may top everything. I'll just try t...
Regular readers of this blog (yes, both of you!) may remember the computer/broadband/ directory that this post appears in as the collection of my Comcastic (yeah right) experiences with my ISP.
But I think this week may top everything. I'll just try to jot down some notes before I forget all the gory details:
I did not attend the conference this year, but just read through the presentations. There is some overlap with other R-related conferences, such as R in Finance or the Rmetrics workshop. http://www.agrocampus-ouest.fr/math/useR-2009/ http://www.rinfin...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
