Last month's R/Finance 2011 conference in Chicago was an outstanding event, bringing together some of the best minds in applying R to financial data. Presentations from the speakers are now available for download, with a wealth of useful information there for anyone working in quantiative finance. Not to be missed, though, is John Bollinger's (yes, that John Bollinger) retrospective on the history of computational finance. Also check out Guy Yollin's presentation comparing performance of factor models to cap-weighted index benchmarks. (Guy's presentation, and the R/Finance conference as a whole, was proudly sponsored by Revolution Analytics.)
R/Finance 2011: Agenda and presentations
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