Posts Tagged ‘ finance ’

Tips for the R beginner (a 5 page overview)

August 23, 2010
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In this post I publish a PDF document titled “A collection of tips for R in Finance”. It is a basic 5 page introduction to R in finances by Arnaud Amsellem (linked in profile). The article offers tips related to the following points: Code Editor Organizing R code Update packages Getting external data into R Communicating with external applications...

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useR! 2010 conference videos

August 12, 2010
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useR! 2010 conference videos

Videos of the invited talks of the useR! 2010 conference as follows (courtesy by Kate Mullen and NIST). This site also aims at collecting the materials (video, slides, R code) of local R users group (RUG) meetings and various other … Continue reading →

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R/Finance 2010 presentations

July 7, 2010
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The presentations from April's successful R/Finance 2010 conference in Chicago are now available online. (Revolution Analytics is a proud sponsor of the conference.) There's some amazing content here for anyone looking for the cutting-edge of financial engineering, with presentations from practitioners and researchers at institutions like Invesco Asset Management, Black Mesa Capital, and some of the leading academic institutions...

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New blog from Rmetrics Foundation

June 21, 2010
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The Rmetrics Foundation (the sharp minds behind the Rmetrics suite of packages for financial analysis in R) have just launched a new blog where you can keep up with the latest Rmetrics news. Amongst the recent news: a ne eBook about data management of Indian financial market data, and a new interface between Rmetrics and AMPL. You can also...

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Poor man’s pairs trading…

April 11, 2010
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Poor man’s pairs trading…

There is a central notion in Time Series Econometrics, cointegration. Loosely it refers to finding the long run equilibrium of two non-stationary series. As the most know non-stationary series examples comes from finance, cointegration is nowadays a tool for traders (not a common one though!). They use it as the theory behind pairs trading (aka

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Speeding up simulations with Amazon EC2

February 10, 2010
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Over at Cerebral Mastication, JD Long tells a characteristically entertaining and informative story about how he uses R to run stochastic simulations of insurance portfolios and reinsurance treaties. A typical job involves 10,000 simulations, and when each estimate takes over 20 seconds you're talking some serious time to get the job done. Fortunately, this is the kind of problem...

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Registration open for R/Finance 2010

February 8, 2010
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Registrations are now open for the R/Finance 2010 conference, to be help April 16-17 in Chicago. Last year's meeting was a great success, and this year's looks to be just as good, with some great keynotes lined up: Analysis of Integrated and Co-integrated Time Series with R (Bernhard Pfaff) Leverage Space Portfolio Model (Ralph Vince) Signal Extraction (Marc Wildi0...

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[Event] R / Finance 2010: Applied Finance with R

February 5, 2010
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[Event] R / Finance 2010: Applied Finance with R

One of the greatest event on R is under way… R / Finance 2010: Applied Finance with R April 16 & 17, Chicago, IL, US The second annual R / Finance conference for applied finance using R, the premier free software system for statistical computation and graphics, will be held this spring in Chicago, IL, USA on Friday April 16

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Singapore, February 19-20: Computational Topics in Finance

December 21, 2009
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With all of the winter snows in the US this weekend, a trip to equatorial climes sounds pretty good right about now. That makes this email announcement from Rmetrics leader Diethelm Wuertz all the more tempting: Conference on 'Computational Topics in Finance' February 19/20, 2010, National University of Singapore Dear R/Rmetrics Community, We would like to announce the first...

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