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,