Computational Finance with R

Krishna Kumar, Jan Vecer and the great folks at REvolution computing put on a great event at the beautiful Columbia University campus on the Upper West Side of New York.

Presentations by Whit Armstrong, Anthony Brockwell, Bryan Lewis, Scott Payseur, Peter Carl, Brian Peterson, and our own Jeff Ryan made for an impressive display of the power of R in quant finance. Jeff’s presentation slides can be found here.

Some great things are happening in this community, and we are certainly glad to be part of them.

If you love using my open-source work (e.g. quantmod, TTR, xts, IBrokers, microbenchmark, blotter, quantstrat, etc.), you can give back by sponsoring me on GitHub. I truly appreciate anything you’re willing and able to give!