by Joseph Rickert
Last Friday and Saturday the fifth annual R/Finance Conference was held in Chicago: two coffee-fueled days of stochastic models, mostly very high quality presentations and most excellent conversation. R/Finance is a small conference. Attendance this year was capped at 300. My very rough informal estimate is that 30% of the attendees were academics, 10% vendors selling finance products and the rest either quants or quantitative traders with insatiable appetites for coding up mathematical theory that might provide a competitive edge. The organizers should be commended for maintaining the quality and excitement that characterized the first years of the conference and for running a well thought-out and nearly flawless event. In my experience, it is rare for a comnference to sustain the "buzz" that characterized its early years.
At the time I'm writing, the presentations have not yet been uploaded to the R/Finance site. However, those of you seeking an early look at some what went on can find the the slides from Michael Kapler's lightning talk on Portfolio Allocation with Cluster Risk Parity, Mathew Dowle's talk on data.table, and Dirk Eddelbuettel's talk RcppArmadillo: Accelerating R with C++ Linear Algebra.
This was the third time I was able to attend the event, but Revolution Analytics is proud to have been a sponsor of R/Finance from the beginning.
I am already looking forward to R/Finance 2014, but I hope to have more to say about this year's event later.
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