Dec 11, 2013 · 7:00 PM
This talk will be an overview of doing quantitative finance with R. The focus will be on using a few key R packages (quantmod, quantstrat, and PortfolioAnalytics) to access financial data, generate financial charts, implement quantitative trading strategies, and perform portfolio optimization.
Guy Yollin is a faculty member in the Department of Applied Mathematics at the University of Washington where he teaches in the Computational Finance & Risk Management Program.
Guy is also the principal consultant for r-programming.org, a professional services organization that specializes in applying the R programming language to develop solutions in computational finance, quantitative risk management, and business analytics.
Prior to his current positions, Guy served as a quantitative analyst, risk manager, and R language evangelist for two different Pacific Northwest hedge funds. In between these hedge fund roles, Guy led the quant finance software development team at Insightful Corporation, developers of S-PLUS and S+FinMetrics.
The meeting will be in our usual spot in the Arnold building, check the map for details:
Feel free to park in Visitor Parking
We will have the usual pizza and a donation jar for those interested in contributing.