Articles by Peter Carl

Slides for R/Finance 2012

May 23, 2012 | Peter Carl

Another succeessful* year of R/Finance is behind us. It was certainly more: a larger crowd, a longer session, more seminars, more presentations, more sponsors – perhaps even to the point where we’ve reaching a certain capacity. What began as an interesting idea among a few friends has more than ... [Read more...]

Registration for R/Finance 2012 is Open

April 15, 2012 | Peter Carl

Registration has been open for a while, but I wanted to point out the pre-conference seminars. Registrations are strong this year, so if you’re interested you’ll need to sign up before they sell out. Register here… As you probably know by now, the fourth annual R/Finance conference ... [Read more...]

Download and Parse DJ/UBS Commodities Indexes

March 16, 2012 | Peter Carl

Here is another data downloading and parsing script, this one for the Dow Jones/UBS Commodities Indexes. Compared to the last post, this parser deals with multiple sheets and multiple columns in each sheet. It also constructs monthly series from the daily data, and stores it using a different symbol. ... [Read more...]

Download and Parse NAREIT Data

March 1, 2012 | Peter Carl

This is the first post of a series that describes how to download and parse specific data sets into R. These kinds of scripts can be functionalized further, but I doubt that these will ever find their way into a formal package. They are intended to be helpful to those ... [Read more...]

GSoC Project #2 for 2012

February 23, 2012 | Peter Carl

In my prior post, I discussed the origins of the first GSoC project I posted this year. The second GSoC project I’ve proposed is around the writing and code of Attilio Meucci, an adjunct professor at Baruch College – CUNY and an excellent speaker (I saw him at the University ... [Read more...]

A Heartfelt Thank You and the Resulting GSoC Project

February 21, 2012 | Peter Carl

PerformanceAnalytics has long enjoyed contributions from users who would like to see specific functionality included. Diethelm Wuertz at ETHZ, who is the author and sponsor of all the various R/Metrics packages is one of those contributors. I first met Diethelm when he hosted a conference on high-frequency data in ... [Read more...]
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