Jeff Ryan’s IBrokers package was mentioned on Ernie Chan’s blog, Quantitative Trading. Though the package is still in pre-alpha stage, it is generating quite a bit of interest. Source: Ernie Chan Friday, January 16, 2009 Quantitative Trading: Algorithmic Trading Technology Update

Call for Papers The Finance Department of the University of Illinois at Chicago (UIC), the International Center for Futures and Derivatives at UIC, and members of the R finance community are pleased to announce R/Finance 2009: Applied Finance with R on April 24 and 25, 2009, in Chicago, IL, USA Confirmed keynote speakers include: Patrick Burns (Burns Statistics) David Kane (Kane Capital) Roger Koenker (U of Illinois at Urbana/Champaign) David Ruppert (Cornell)

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.

This blog will highlight the development and use of free open-source software to research, test, and trade financial markets. Meet the authors: Joshua Ulrich is currently the author and maintainer of four R packages: TTR - Technical Trading Rules - a suite of technical analysis functions opentick - an R API to the opentick databases xts - eXtensible Time Series - a time-based data class that integrates all of the current time-series classes (co-authored with Jeff Ryan) pack - convert binary to and from formats other programs and machines can understand Jeff Ryan is currently the author and maintainer of four R packages: