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November Meetup: Bag of Talks II

Same location as our last Meetup: 
125 Scaife Hall, with a curved white roof, is at an "elbow" in Frew Street, a couple hundred feet from the intersection of Frew with Schenley Drive.  Parking is usually available on Frew Street in the evenings.  Please call Zach at[masked] for help with directions.

We are very pleased to have the following speakers and topics lined up for the November 4th meeting:

Better Performance with data.table (Erik Swanson)
With this extension to data.frame, a few techniques can make manipulating data a lot faster.  Erik will present a brief tutorial on the package.

Decoding Greenspan (Scott Malec)
In this talk, I describe how I converted 462 Greenspan speeches into a series of topic proportions (using topicmodels) which can then be compared to time series data for 10 year treasury bills (set by the Fed, as a kind of "baseline" to help to interpret "fedspeak" and DJIA/NASDAQ and other proxies for market performance. This may help to answer the following questions: Which topics (word distributions) are associated with up-ticks and down-ticks in the markets, respectively? Is there any relationship between the topics themselves (for example: "bank-credit-finance-risk" and "wage-labor-worker'-social-security-entitlement", etc.)? Output will be in d3.js and rickshaw javascript libraries. 

R/quantstrat For Fun & Profit (Erastus Allen)
This short talk showcases open source R packages used for quantitative trading strategy development.  We will see why R is the environment of choice for this work and introduce tools for market data warehousing, modeling, and backtesting. 

Progress Notifications from R to Twitter (Mikhail Popov)
We often need to execute long processes that can take twelve hours, a day, or a week to finish. For best results we may even optimize to make use of all available resources, leaving the machine unusable until the task is complete...whenever that is. Often we will have to constantly check the progress because those results are important to us and we want to work with them as soon as they are available. In this talk I will show you how to get R to send direct messages to your Twitter account to notify you of completion, which enables you to focus on other tasks. This beginner-friendly talk is aimed at users with varying levels of experience with R.

Please join us!

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