Financial Analysis with R Package Quantmod

R Analysts,

in preparation for the R/Finance 2013 Conference in Chicago we are hosting a meetup on the applications of R in financial analysis. For one, I am looking forward to a presentation by Ryeland Gongora, portfolio manager and founder of Robust Asset Management (robustam.com) . Ryeland will be showing how he used R to calculate model free implied volatilities from options prices and used this to model U.S. equity market returns.

Afterwards, I invite you to get a feel for the quantmod package which enables you to do quantitative modeling and to prepare stunning visualizations of financial and economic time series data. The beauty of the package starts with its ability to download your preferred time series in an instant from sources including Yahoo! Finance, Google Finance, and the Federal Reserve Bank of St. Louis FRED. It continues with technical and statistical analysis often used by practitioners done with just a few lines of code. Part of our session will be based on the recently published book An Introduction to Analysis of Financial Data with R by Ruey Tsay (2013, Wiley).

See you soon,

Max

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  • Ryeland G

    Great presentation by Max about Quantmod!

    1 · March 6, 2013

    • Jo

      Hello Ryeland, any chance, you could uplade the slides about the MFIV calculation as well? I'm very interested in that topic, so it would be great!

      December 18

  • Chris Montano

    Any chance the slides will be posted for those of us that had other responsibilities?

    March 6, 2013

    • mleiss

      Hi Max. Could you please tell me where I can find the slides? Thank you!

      December 9

    • Max Stobbe

      Hi, you can find the slides under ->more ->files. Thanks for your interest. Max

      December 14

  • Dan Murphy

    Thanks for the presentations, Rye and Max!

    March 6, 2013

  • Karen Westmont

    i've a conflict! sorry to miss this.

    February 25, 2013

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