Posts Tagged ‘ finance ’

RStudio 0.92.44 Release: Try It! You’ll Be Surprised!

March 13, 2011
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RStudio 0.92.44 Release: Try It! You’ll Be Surprised!

I recently downloaded RStudio’s v0.92.44 release, and, I must say, it’s light! I think I could even run it on a netbook, which is great for analysis on-the-go. I’ll likely uninstall Eclipse-StatET at this point and go with RStudio. Not only is it...

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A quick look at #march11 / #saudi tweets

March 12, 2011
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A quick look at #march11 / #saudi tweets

Well, so much for that #march11 #Saudi day of rage.  Whether it was really the "tempest in a teacup" that  Prince Al-Waleed suggested on CNBC (video below, transcript here) or not, the oil complex and Saudi markets seem to have shrugged … Continue reading →

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R, the DJIA, and M1 Money Multiplier (MULT)

February 13, 2011
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R, the DJIA, and M1 Money Multiplier (MULT)

Description:My explorations with the FRED (St Louis Financial Reserve Database) in R have yielded some interesting plots, charts and graphs. And some questions… Charts with Explanations: Yes, I know, the axes are a mess, and the site’s style sheet ...

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Abstracts for R/Finance 2011 due February 15

February 8, 2011
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If you're planning to go to R/Finance 2011 in Chicago (and if you're doing quantitative finance with R, you definitely should), time is running out to submit your abstract for contributed talks. The best part of R/Finance is learning about all the interesting ways R is used to analyze financial data, so why not share your experiences as you...

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Slides and replay for "Portfolio design, optimization and stability analysis"

January 27, 2011
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Slides and replay for "Portfolio design, optimization and stability analysis"

Thanks to everyone who attended yesterday's webinar, "Portfolio design, optimization and stability analysis", presented by Diethelm Würtz of the Rmetrics Association and sponsored by Revolution Analytics, Sybase, Finance Online and NeuralTechSoft. (And thanks in particular for your patience for the last start -- in a perfect demonstration of Murphy's law a microphone failed moments before the scheduled start.) If...

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Webinar on Portfolio Design, Optimization and Stability Analysis, Jan 26

January 14, 2011
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We're very excited to host a new webinar from some of the leading researchers in portfolio design: Diethelm Würtz and Mahendra Mehta for the Rmetrics Association. This webinar will give an overview on current and recent developments and tools for portfolio design, optimization and stability analysis with the R/Rmetrics software environment. This webinar will review content available in the...

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Travel grants and prizes for R/Finance 2011

December 28, 2010
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If you've been thinking about heading to Chicago in April for the R/Finance conference, here's another reason to go: posting for the committee, Dirk Eddelbuettel announced last week that thanks to a favourable response from sponsors, the conference organizers can now offer: a competition for best paper, which given the focus of the conference will award for both an...

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Introduction to statistical finance with R

October 19, 2010
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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 →

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R/Finance 2011 Call for Papers

September 23, 2010
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Held annually in Chicago, R/Finance is the conference for R users in the financial services industry. This year's conference included presentations from practitioners and researchers at institutions like Invesco Asset Management, Black Mesa Capital, and some of the leading academic institutions from around the world. Next year's conference, to be held 29-30 April 2011, could include you. If you're...

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Online Certificate Courses in Computational Finance with R

August 25, 2010
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As announced on the R-Sig-Finance mailing list, the University of Washington is now offering a three-course online certificate in computational finance, using the R programming language as the software base. The three courses are: Investment Science R Computing for Computational Finance Portfolio Construction and Risk Management The course is presented by Doug Martin (founder of S-PLUS and longtime computational...

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