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Upcoming events (2)
Most investors still invest through expensive traditional active funds although studies clearly show that cheap index funds do better over time and, modern Nobel-prize winning research shows there are fully automated strategies, or so-called factor-based strategies, that do even better. R is today one of the best languages to do prototyping for quantitative investment analysis. Lars will give an introduction on implementing a simple quantitative investing strategy using packages such as quantmod, xts. He will talk about where to get your data, how to import it, and how to generate a report with investment advice. Lars has a background in physics and started coding in R about two years ago. He has also been working on a startup company Norquant (www.norquant.no).
In this workshop we will be exploring how to use linear mixed models when we have data that repeats over time. These kinds of models are often used in longitudinal studies or with time series data. They are powerful as the used maximum likelihood approximations rather than least squares, meaning they can better handle missing data, and competing models can be compared directly. By the end of the workshop you should have a basic grasp of the linear mixed model, how to specify one, how to compare models and how to plot results. About the speaker The workshop is held by Athanasia Monika Mowinckel, or Mo for short, who is a staff scientist at the Center for Lifespan changes in brain and cognition (LCBC: www.oslobrains.no). She has a PhD in psychology, and loves plotting. And cats. She is a co-founder and current head of the R-Ladies Oslo chapter. This workshop is brought to you by Centre for Educational Measurement at University of Oslo (https://www.uv.uio.no/cemo/) and Cardo Partners (www.cardopartners.com) in cooperation of Oslo UseR! Group and R-Ladies Oslo