727 search results for "finance"

R / Finance 2011 presentations

I just sent the text below to the r-sig-finance list: The organizing committee for the R/Finance 2011 conference is pleased to announce the availability of presentation slides from the 3rd annual R/Finance conference. This year's two-day conference...

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R / Finance 2011 presentations

I just sent the text below to the r-sig-finance list: The organizing committee for the R/Finance 2011 conference is pleased to announce the availability of presentation slides from the 3rd annual R/Finance conference. This year's two-day conference...

Read more »

Late to the party for R in Finance blogging

May 10, 2011
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Late to the party for R in Finance blogging

I meant to blog about the R/Finance conference during a lull, but I didn’t find too many. Unlike many conferences I’ve been to the structure of R/Finance was simple: one room and one speaker at a time. Relying on each … Continue reading →

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Registration open for Rmetrics Workshop on Computational Finance

May 9, 2011
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The Rmetrics Association is once again holding its annual Workshop and Summer School on Computational Finance and Financial Engineering at Meielisalp (on Lake Thune in Switzerland) from June 26-30. Now in its fifth year, the workshop consists of Summer School-like tutorial sessions and a user/developer meeting: Both focus on topics from "Computational Finance and Financial Engineering" and on the...

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R/Finance conference in Chicago – April 29, 2011 to April 30, 2011

May 2, 2011
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This was my first year to attend the R/Finance conference that focuses on the use R programming in applied finance.  I was unable to get out there until mid-morning on Friday, so I missed Jeff Ryan’s tutorial on Automated Trading … Continue reading →

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Milktrader: Quantitative finance in R

April 25, 2011
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The blog Milktrader has been on a roll recently with a series of posts with practical examples of quantitative in finance, from backtesting to automated trading, and option pricing to data acquisition. The latest post focuses on calculating returns, with an example of downloading data for a silver ETF and calculating daily returns with the dailyReturn function in the...

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Program announced for R/Finance 2011

April 1, 2011
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R/Finance, the conference devoted to users of R in the financial sector, takes place every year in Chicago. The program has just been announced for R/Finance 2011 (to be held April 29 and 30), and it's jam-packed with talks from on automated trading, financial risk, hedge ratios, stochastic volatility, and much, much, more. Here's the announcement from the organizers:...

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R/Finance 2011 Registration Open

March 14, 2011
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The registration for R/Finance 2011--which will take place April 29 and 30 in Chicago--is NOW OPEN!Building on the success of the two previous conferences in 2009 and 2010, we are expecting more than 250 attendees from around the world representing bot...

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R/Finance 2011 Registration Open

March 14, 2011
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The registration for R/Finance 2011--which will take place April 29 and 30 in Chicago--is NOW OPEN!Building on the success of the two previous conferences in 2009 and 2010, we are expecting more than 250 attendees from around the world representing bot...

Read more »

Factor models of variance in finance

March 7, 2011
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Factor models of variance in finance

In “What the hell is a variance matrix?” I talked about the basics of variance matrices and highlighted challenges for estimating them in finance.  Here we look more deeply at the most popular estimation technique. Models for variance matrices The types of variance estimates that are used in finance can be classified as: Sample estimate … Continue reading...

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