Investing with R

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).