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Quantitative Finance with R

  • Dec 11, 2013 · 7:00 PM
  • FHCRC

Abstract:

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.

Speaker Bio:

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.

More Details:

The meeting will be in our usual spot in the Arnold building, check the map for details:


http://www.fhcrc.org/content/public/en/contact-us/visit-us.html

Feel free to park in Visitor Parking

We will have the usual pizza and a donation jar for those interested in contributing.


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  • Eric Z.

    Zach, I don't see the slides and R code for the Quantitative Finance with R talk in the More section of the page.

    January 6, 2014

    • Zach S.

      Look under More > Files and it should be there

      January 7, 2014

  • Silvia V.

    Very informative, well organized. Thanks.

    December 14, 2013

  • Sidney P.

    This was a well organized, easily understood presentation with plenty of nuggets for everyone. Very well done and enjoyable.

    1 · December 12, 2013

  • Zach S.

    I just put up the slides and R code From this talk in the Files section of this page. Look under the "More" header above.

    Also, someone left a grey wool jacket on the chair next to the podium - please let me know if its yours.

    1 · December 12, 2013

  • Jim L.

    I'll have to think about this a bit ... I'm more of a Graham & Dodd kinda guy!

    December 12, 2013

  • Jim L.

    You can find Guy's presentations at ( http://www.r-programming.org/papers ). Cheers! - Jim

    1 · December 12, 2013

  • Henry P.

    Yes Zach + Chance,

    Would you please share the presentation slides with the members?

    Thanks + Happy Holidays

    Henry

    December 11, 2013

  • Ann S.

    Can we get the slides to the talk?

    1 · December 11, 2013

  • A former member
    A former member

    I am a strong "maybe" for the 11th, will confirm as soon as possible.

    November 24, 2013

  • Alex Z.

    Sorry, I will be in Utah that time :(

    November 21, 2013

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