(This article was first published on tradeblotter » R, and kindly contributed to R-bloggers)
Another succeessful* year of R/Finance is behind us.
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News, Slides and various discussions about quant finance
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Vincent Denoiseux
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Scooped by Vincent Denoiseux onto Quantitative Finance |
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(This article was first published on tradeblotter » R, and kindly contributed to R-bloggers) Paul Teetor, who is doing yeoman’s duty as one of the organizers of the Chicago R User Group (CRUG), asked recently if I would do a short... Delete the scoop?
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(This article was first published on Revolutions, and kindly contributed to R-bloggers) If you're creating a scientific graphic in the R language, there's a good chance you'll be wanting to include some mathematical symbols somewhere on the...
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(This article was first published on R-statistics blog » RR-statistics blog, and kindly contributed to R-bloggers) The problem: producing a Word (.docx) file of a statistical report created in R, with as little overhead as possible.
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(This article was first published on Revolutions, and kindly contributed to R-bloggers) by Joseph Rickert I am beginning to get excited about going to Spain for useR 2013 which will be held at the University of Castilla-La Mancha, so I have...
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(This article was first published on Mathew Analytics » R, and kindly contributed to R-bloggers) When work with large amounts of data that is structured in a tabular format, a common operation is to summarize that data in different ways...
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(This article was first published on Systematic Investor » R, and kindly contributed to R-bloggers) Maximum Sharpe Portfolio or Tangency Portfolio is a portfolio on the efficient frontier at the point where line drawn from the point (0,...
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Maximum Sharpe Portfolio or Tangency Portfolio is a portfolio on the efficient frontier at the point where line drawn from the point (0, risk-free rate) is tangent to the efficient frontier. Delete the scoop?
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Stumbling blocks on the trek from theory to practical optimization in fund management. Problem 1: portfolio optimization is too hardProblem 2: portfolio optimizers suggest too much tradingProblem 3: expected returns are neededProblem 4: mean-variance optimization is restrictiveProblem 5: portfolio optimization inputs are noisy estimatesProblem 6: transaction costs are trickyProblem 7: risk and alpha factor alignment trouble
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(This article was first published on The Shape of Code » R, and kindly contributed to R-bloggers) Writing a program in R is almost bureaucracy free: variables don’t need to be declared, the language does a reasonable job of guessing the...
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(This article was first published on Shifting sands, and kindly contributed to R-bloggers) Delete the scoop?
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(This article was first published on Portfolio Probe » R language, and kindly contributed to R-bloggers) Delete the scoop?
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(This article was first published on Statistical Research » R, and kindly contributed to R-bloggers) Delete the scoop?
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(This article was first published on mages' blog, and kindly contributed to R-bloggers) I am delighted to announce that the programme and abstracts for the first R in Insurance conference at Cass Business School in London, 15 July 2013,... Delete the scoop?
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(This article was first published on Econometrics by Simulation, and kindly contributed to R-bloggers) Delete the scoop?
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(This article was first published on There is grandeur in this view of life » R, and kindly contributed to R-bloggers) Sometimes one needs to read tables that are a bit messy, so that read.table doesn’t immediately recognize the content as...
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(This article was first published on Revolutions, and kindly contributed to R-bloggers) Creating visualizations of large data sets is a tough problem: with a limited number of pixels available on the screen (or just with the limited visual...
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(This article was first published on Revolutions, and kindly contributed to R-bloggers) Looking for more resources on the web or people to follow on Twitter?
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(This article was first published on Christopher Gandrud (간드루드 크리스토파), and kindly contributed to R-bloggers) I'm always looking for ways to download data from the internet into R.
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(This article was first published on Timely Portfolio, and kindly contributed to R-bloggers) Sometimes I actually use my experiments for real work. For example, I wanted to send an update on the Japanese Yen. This was a great opportunity...
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(This article was first published on We think therefore we R, and kindly contributed to R-bloggers) I came across a little problem while dealing with a vector in R which had one of the most simple solutions.
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(This article was first published on Wiekvoet, and kindly contributed to R-bloggers) Delete the scoop?
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(This article was first published on Statisfaction » R, and kindly contributed to R-bloggers) Hi, I presented today at INSEE R user group (FLR) how to use knitr (Sweave evolution) for writing documents which are self contained with respect... Delete the scoop?
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(This article was first published on rbresearch » R, and kindly contributed to R-bloggers) Delete the scoop?
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(This article was first published on Shifting sands, and kindly contributed to R-bloggers) Delete the scoop?
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