925 search results for "finance"

Get ready for R/Finance 2016

April 21, 2016
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Get ready for R/Finance 2016

by Joseph Rickert R/Finance 2016 is less than a month away and, as always, I am very much looking forward to it. In past years, I have elaborated on what puts it among my favorite conferences even though I am not a finance guy. R/Finance is small, single track and intense with almost no fluff. And scattered among the...

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Are R^2s Useful In Finance? Hypothesis-Driven Development In Reverse

April 18, 2016
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Are R^2s Useful In Finance? Hypothesis-Driven Development In Reverse

This post will shed light on the values of R^2s behind two rather simplistic strategies — the simple 10 month … Continue reading →

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Registration for R/Finance 2016 is open!

April 11, 2016
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You can find registration information and agenda details on the conference website.  Or you can go directly to the Cvent registration page.Note that registration fees will increase by 50% at the end of early regi...

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R in Finance and other events

April 11, 2016
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R in Finance and other events

Highlighted R in Finance 2016 May 20-21, Chicago. 2 days, limited space, 50 speakers, including: Pat Burns on “Some Linguistics of Quantitative Finance” Abstract: How can the abstract be written for a talk with an ambiguous and possibly misleading title without itself being vague and misleading? I don’t know, but perhaps: A quest to discover how markets work … Continue reading...

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Interactive R courses: free finance and data science courses

January 14, 2016
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We’re happy to announce that as of today, DataCamp has added two new and free online interactive  R courses to its curriculum: 'Data Analysis and Statistical Inference' and 'Introduction to Computational Finance'.  These will be the biggest DataCamp R courses to date, so we’re very excited to find out what this will...

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A Talk About Campaign Finance in Brazil

October 16, 2015
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A Talk About Campaign Finance in Brazil

Last week, I delivered a talk at University of Brasilia about my past research on the topic of campaign finance. I didn’t know in advance about the existence of this seminar. Indeed, it was a big surprise receiving the invitation from Prof. Marcelo Pimentel, who is teaching on Fridays afternoon a class on this topic with more than 50...

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R / Finance 2016 Call for Papers

October 15, 2015
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Earlier today, Josh sent the text below in this message to the R-SIG-Finance list as the very first heads-up concerning the 2016 edition of our successful R/Finance series. We are once again very excited about our conference, thrilled about upcoming keynotes (some of which are confirmed and some of which are in the works), and hope...

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Yahoo Finance (CSI) Data Quirks. Or Why is the ROC not Stable?

September 1, 2015
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Yahoo Finance (CSI) Data Quirks. Or Why is the ROC not Stable?

Rotational strategies on ETFs have been a common occurrence on this blog, and I have been using something similar for real life trading for about two years now. Readers of this blog may have also noticed concerns about the stability of the computations of such strategies. At the end it turned out be a quirk The post

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Plotting Time Series in R using Yahoo Finance data

August 27, 2015
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Plotting Time Series in R using Yahoo Finance data

by Joseph Rickert I recently rediscovered the Timely Portfolio post on R Financial Time Series Plotting. If you are not familiar with this gem, it is well-worth the time to stop and have a look at it now. Not only does it contain some useful examples of time series plots mixing different combinations of time series packages (ts, zoo,...

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Some Impressions from R Finance 2015

June 4, 2015
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Some Impressions from R Finance 2015

by Joseph Rickert The R/Finance 2015 Conference wrapped up last Saturday at UIC. It has been seven years already, but R/Finance still has the magic! - mostly very high quality presentations and the opportunity to interact and talk shop with some of the most accomplished R developers, financial modelers and even a few industry legends such as Emanuel Derman...

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