Past Meetup

Learn OOP and discover cool finance packages in R

This Meetup is past

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Details

For this event we will explore how to do OOP in R and learn the various use cases of the Performance Analytics Package in R

Agenda: 6:30-6:45pm Introductions and Social

6:45-6:55pm R-Ladies New York Announcements

6:55-7:25pm Object Oriented Programming in R

7:25-7:55pm Performance Analytics with R

7:55-8:00pm Community Announcements

8:00-8:30pm Networking.

Object Oriented Programming in R (Moved due to technical difficulties in August)

In this talk, Soumya will provide an introduction to using these programming techniques in workflows and project development. She will primarily focus on building functions, S3 classes, as well as the most recent R6 classes. She will also provide the resources she used in her learning journey.

Soumya is a quantitative analyst at the New York Federal Reserve where she focusing on developing models and tools as related to stress testing work. She is an organizer on the R-Ladies New York Board and on the committee for the R in Finance.

Performance Analytics in R
Gabby will introduce the PerformanceAnalytics package: a tool for performance and risk analysis on financial data. She will cover how to work with financial time series data in R, and useful metrics such as annualized return, standard deviation, sharpe ratios etc.
Link: https://cran.r-project.org/web/packages/PerformanceAnalytics/vignettes/PA-charts.pdf

Gabby is a Financial Planning & Analysis associate at Two Sigma Investments. She learned R at Columbia in a datamining course and first employed it as an economic consultant analyzing the performance of loans underlying residential mortgage backed securities at NERA economic consulting. She is an organizer on the R-Ladies New York Board.