Next Meetup

Pre-R/Finance meetup: A series of related talks
We hope you're as excited as we are about the upcoming R/Finance conference! The conference has become the primary meeting for academics and practitioners interested in using R in Finance and so in that vein, this Pre-conference meetup will feature a series of short talks related to practical applications in finance and time series. IBM will generously sponsor food and drinks at Haymarket Brewery! Talks begin at 6:00 pm with time for networking before and after. ## Ross Bennett: Predictive models and their applications in “high-ish” frequency finance. Ross will talk about how he approaches the overall process of building models, evaluating their performance, and integrating them into a trading strategy. While his process has been honed trading in the ultra-competitive futures markets, he will use crypto currency data for the application because it’s the hot topic right now and the data is freely accessible to anyone who wants to reproduce his examples. Ross is the quantitative analyst for a trading desk at a proprietary futures trading firm. He is the co-author of the PortfolioAnalytics R package, maintainer of the FinancialInstrument package, and contributes to several other R packages used in finance and trading, including the venerable xts. ## Ray Buhr: Time Series graphing in practice Ray is going to show you best practices for quickly and repeatedly producing good time series graphs. This includes how to make your own custom themes and color palettes, align multiple charts so they share the same time axis, and a discussion of packages which add interactivity to time series charts (like dygraphs). Ray Buhr is the Manager of Data Science at Pangea Money Transfer. Before Pangea, he was Senior Data Scientist at Raise Marketplace and Analytics Manager at Nan McKay & Associates. He has a Masters of Information & Data Science from the University of California, Berkeley and is passionate about R programming, data architecture, and mentoring other data scientists. ## Troy Hernandez: Simulating March Madness in R March Madness has come and gone. Some won and some lost….Troy won. $500 to be precise. Using simulations to model potential risk is an interesting practice in finance, but using the concept to accurately predict March Madness outcomes is interesting too! Troy will show us how he used's bracket estimations and discovered a significant discrepancy between their closed form solution and his simulations. The day after he posted the work on his personal blog*, changed their estimates to match his and then rewrote their own history erasing their previous support for Virginia as National Champ! Did Troy’s blog post expose an error in their closed form solution? While the world may never know, you can know how to write a tournament simulator in R after watching his talk. Troy is an Executive Architect for IBM and has a PhD in statistics from University of Illinois – Chicago. Versed in many programming languages, Troy continues to find R to be the language of choice for machine learning and statistical work. * Additional speakers traveling to the conference may take part in these talks as well! We will update the meetup page accordingly.

HayMarket Brewery

737 W. Randolph · Chicago , IL


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    Join us for regular face-to-face meetups about the R Statistical Programming language! We strive to learn from each other and collaborate to accomplish common goals. For slides and code related to past talks, please checkout our Github page (!

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