Quantitative Finance
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Quantitative Finance
News, Slides and various discussions about quant finance
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Principal Components Analysis Shiny App

Principal Components Analysis Shiny App | Quantitative Finance | Scoop.it
(This article was first published on imDEV » r-bloggers, and kindly contributed to R-bloggers) I’ve recently started experimenting with making Shiny apps, and today I wanted to make a basic app for calculating and visualizing principal...
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Understanding the value of Predictive Analytics on Web Data

Understanding the value of Predictive Analytics on Web Data | Quantitative Finance | Scoop.it
(This article was first published on Tatvic Blog » R, and kindly contributed to R-bloggers) In this blogpost, I will be talking briefly about Predictive Analytics and why it holds value from a web analytics perspective.
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How the Market has Historically Reacted to Very Bad Fridays (Updated)

How the Market has Historically Reacted to Very Bad Fridays (Updated) | Quantitative Finance | Scoop.it
The study below is one I last showed in the October 22, 2012 blog. It examines large drops on Fridays. Both the Crash of ’29 and the Crash of ’87 happened on Monday. The Crash of ’87 is still remembered by many traders that are active today.
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Using R: drawing several regression lines with ggplot2

Using R: drawing several regression lines with ggplot2 | Quantitative Finance | Scoop.it
(This article was first published on There is grandeur in this view of life » R, and kindly contributed to R-bloggers) Occasionally I find myself wanting to draw several regression lines on the same plot, and of course ggplot2 has...
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Two forthcoming R books

Two forthcoming R books | Quantitative Finance | Scoop.it
(This article was first published on Revolutions, and kindly contributed to R-bloggers)
Today I learned about two forthcoming R books that I'm now looking forward to.
The first is Applied Predictive Modeling by Max Kuhn and Kjell Johnson.
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R / Finance 2013 Recap — and Presentation Slides

R / Finance 2013 Recap — and Presentation Slides | Quantitative Finance | Scoop.it
(This article was first published on Thinking inside the box , and kindly contributed to R-bloggers) The fifth internation R/Finance conference was held last weekend.
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Test Drive of Parallel Computing with R

Test Drive of Parallel Computing with R | Quantitative Finance | Scoop.it
(This article was first published on Yet Another Blog in Statistical Computing » S+/R, and kindly contributed to R-bloggers) Today, I did a test run of parallel computing with snow and multicore packages in R and compared the parallelism...
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R in Insurance: Programme and Abstracts published

R in Insurance: Programme and Abstracts published | Quantitative Finance | Scoop.it
(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,...
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Quandl Package – 5,000,000 free datasets at the tip of your fingers!

Quandl Package – 5,000,000 free datasets at the tip of your fingers! | Quantitative Finance | Scoop.it
(This article was first published on Econometrics by Simulation, and kindly contributed to R-bloggers)
# Yes, you read that correctly and no Quandl (http://www.quandl.com/) did not pay me anything.
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Using R: reading tables that need a little cleaning

Using R: reading tables that need a little cleaning | Quantitative Finance | Scoop.it
(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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Visualize large data sets with the bigvis package

Visualize large data sets with the bigvis package | Quantitative Finance | Scoop.it
(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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A few lists for data scientists and statisticians

A few lists for data scientists and statisticians | Quantitative Finance | Scoop.it
(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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Dropbox & R Data

Dropbox & R Data | Quantitative Finance | Scoop.it
(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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Webinar: Managing Data with R

Webinar: Managing Data with R | Quantitative Finance | Scoop.it
(This article was first published on r4stats.com » R, and kindly contributed to R-bloggers) Before you can analyze data, it must be in the right form.
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How to set up a reproducible R project

How to set up a reproducible R project | Quantitative Finance | Scoop.it
(This article was first published on Revolutions, and kindly contributed to R-bloggers)If you're thinking about starting a project (for example, a report or paper) using the R language for analysis, the Nice R code blog has some great advice.
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Loading Historical Stock Data

Loading Historical Stock Data | Quantitative Finance | Scoop.it
Historical Stock Data is critical for testing your investment strategies. I illustrated all my back-test examples with getSymbols function from quantmod package.
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(Another) introduction to R

(Another) introduction to R | Quantitative Finance | Scoop.it
(This article was first published on R is my friend » R, and kindly contributed to R-bloggers)
It’s Memorial Day and my dissertation defense is tomorrow. This week I’m phoning in my blog.
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Parallel Processing: When does it worth?

Parallel Processing: When does it worth? | Quantitative Finance | Scoop.it
(This article was first published on Daniel MarcelinoDaniel Marcelino » R, and kindly contributed to R-bloggers)
Most computers nowadays have few cores that incredibly can help us with daily computing duties.
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Import All Text Files in A Folder with Parallel Execution

Import All Text Files in A Folder with Parallel Execution | Quantitative Finance | Scoop.it
(This article was first published on Yet Another Blog in Statistical Computing » S+/R, and kindly contributed to R-bloggers) Sometimes, we might need to import all files, e.g.
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Writing from R to Excel with xlsx

Writing from R to Excel with xlsx | Quantitative Finance | Scoop.it
(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...
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Math symbols in R charts: a cheat sheet

Math symbols in R charts: a cheat sheet | Quantitative Finance | Scoop.it
(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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Writing a MS-Word document using R (with as little overhead as possible)

Writing a MS-Word document using R (with as little overhead as possible) | Quantitative Finance | Scoop.it
(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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Some R User Group Presentations from Europe

Some R User Group Presentations from Europe | Quantitative Finance | Scoop.it
(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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Summarizing Data in R Using Plyr and Reshape

(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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