Overview This year's R/Finance conference will be preceded by a full-day masterclass on Rcpp and related topics which will be held on Thursday, April 28, 2011, the Univ. of Illinois at Chicago campus. Join Dirk Eddelbuettel and Romain Fr...
Posts Tagged ‘ finance ’
Violins of Volatility
A violin plot is a combination box plot and a kernel density plot: it starts with a box plot, and adds a rotated kernel density plot to each side of the box plot. You can create violin plots with the vioplot function (from the vioplot package) package in R. When looking at the volatility of financial instruments, the financial...
Some upcoming R courses
A couple of quick notes about some upcoming R courses: In Vancouver, Canada, R trainer Isabella Ghement is presenting two R courses: An Introduction to the Statistical Software Package R, 8:30am-4:30pm, March 30-31, 2011, Vancouver, B.C., Canada (http://www.ghement.ca/RworkshopMarch30and31_2011.html) Advanced Statistical Modeling Using the Statistical Software Package R, 8:30am-4:30pm, May 5-6, 2011, Vancouver, B.C., Canada (http://www.ghement.ca/RworkshopMay5and6_2011.html); And in Seattle, Washington...
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...
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...
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 →
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 ...
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 ...
Abstracts for R/Finance 2011 due February 15
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...
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...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
