Events

It’s been one week since the 5th Annual R/Finance conference, and I finally feel sufficiently recovered enough to share my thoughts. The conference is a two-day whirlwind of applied quantitative finance, fantastic networking, and general geekery.

The comments below are based on my personal experience.  If I don’t comment on a seminar or presentation, it doesn’t mean I didn’t like it or it wasn’t good; it may have been over my head or I may have been distracted with my duties as a committee member.  All the currently available conference slides are available on the website.

The registration for R/Finance 2013 – which will take place May 17 and 18 in Chicago – is NOW OPEN!

Building on the success of the previous conferences in 2009, 2010, 2011 and 2012, we expect more than 250 attendees from around the world. R users from industry, academia, and government will joining 30+ presenters covering all areas of finance with R.

We are very excited about the four keynotes by Sanjiv Das, Attilio Meucci, Ryan Sheftel, and Ruey Tsay. The main agenda (currently) includes seventeen full presentations and fifteen shorter “lightning talks”. We are also excited to offer five optional pre-conference seminars on Friday morning.

This post is a slightly revised (and “blogified”) version of the message Brian Peterson has sent to various R mailing lists.

Once again, R has been accepted as a mentoring organization for the Google Summer of Code (2012).  We invite students interested in this program to learn more about it.  A good starting point is the R GSoC wiki.

Students participating in the program receive US$5,000 for successful completion of a GSoC project, a great resume item, and an opportunity to work with R package authors.

You can find more information on the R/Finance conference website.  Hope to see you in Chicago in May!

The registration for R/Finance 2012 – which will take place May 11 and 12 in Chicago – is NOW OPEN!

Building on the success of the three previous conferences in 2009, 2010, and 2011, we expect more than 250 attendees from around the world.  R users from industry, academia, and government will join 40+ presenters covering all areas of finance with R.

I’m excited to share the call for papers for the upcoming R/Finance conference.  Even if you don’t submit a presentation, I hope to see you there!

Call for Papers:

R/Finance 2012: Applied Finance with R
May 11 and 12, 2012
University of Illinois, Chicago, IL, USA

The fourth annual R/Finance conference for applied finance using R will be held on May 11 and 12, 2012 in Chicago, IL, USA on the campus of the University of Illinois at Chicago. The two-day conference will cover topics including portfolio management, time series analysis, advanced risk tools, high-performance computing, market microstructure, and econometrics. All will be discussed within the context of using R as a primary tool for financial risk management, portfolio construction, and trading.

For those of you who don’t subscribe to the R-SIG-Finance mailing list:

1. You really should subscribe ;-)
2. Dirk Eddelbuettel announced the R/Finance 2011 presentations are now available.

I’ve included the entire announcement (with some hyperlinks) below.

The organizing committee for the R/Finance 2011 conference is pleased to announce the availability of presentation slides from the 3rd annual R/Finance conference.  This year’s two-day conference once again attracted over 200 participants from across the globe. Academics, students and industry professionals enjoyed almost 30 talks covering trading, optimization, risk management and more — all using R!

I will be attending Ralph Vince’s risk-opportunity analysis workshop in Houston this weekend.  I’ll be in town Friday-Monday.  Drop me a note if you’re in the area and would like to meet for coffee / drinks.

The registration for R/Finance 2011–which will take place April 29 and 30 in Chicago–is NOW OPEN!

Building on the success of the two previous conferences in 2009 and 2010, we are expecting more than 250 attendees from around the world representing both industry and academia to join a record 30+ presentations covering all areas of finance with R.

This year we are excited to have longer tutorial sessions and an optional full-day workshop on the Thursday before the conference. In addition, we have worked hard to extend the great networking opportunities on both days with longer breaks and more hallway time between sessions.

The 2011 R/Finance conference has an updated call for papers.  Dirk Eddelbuettel announced it to the R-SIG-Finance mailing list.  I’ve reproduced his email in its entirety below.  Let me know if you plan on attending.

Subject: R/Finance 2011: Call for Papers: Now with prizes and travel money

Dear R / Finance community,

The preparations for R/Finance 2011 are progressing, and due to favourable responses from the different sponsors we contacted, we are now able to offer

I will be attending Ralph Vince’s risk-opportunity analysis workshop in Tampa this weekend.  Drop me a note if you’re in the area and would like to meet for coffee / drinks.