Posts Tagged ‘ finance ’

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

February 13, 2011
By
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 ...

Read more »

Abstracts for R/Finance 2011 due February 15

February 8, 2011
By

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...

Read more »

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

January 27, 2011
By
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...

Read more »

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

January 14, 2011
By

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...

Read more »

Travel grants and prizes for R/Finance 2011

December 28, 2010
By

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...

Read more »

Introduction to statistical finance with R

October 19, 2010
By
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 →

Read more »

Online Certificate Courses in Computational Finance with R

August 25, 2010
By

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...

Read more »

Tips for the R beginner (a 5 page overview)

August 23, 2010
By

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...

Read more »

useR! 2010 conference videos

August 12, 2010
By
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 →

Read more »

R/Finance 2010 presentations

July 7, 2010
By

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...

Read more »

Sponsors

Mango solutions



plotly webpage

dominolab webpage



Zero Inflated Models and Generalized Linear Mixed Models with R

Quantide: statistical consulting and training

datasociety

http://www.eoda.de





ODSC

ODSC

CRC R books series





Six Sigma Online Training









Contact us if you wish to help support R-bloggers, and place your banner here.

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)