A great event put on by Krishna Kumar, Jan Vecer and the great folks at REvolution computing was had yesterday on the beautiful Columbia University campus on the Upper West Side of New York.
Presentations by Whit Armstrong, Anthony Brockwell, Bryan Lewis, Scott Payseur, Peter Carl and Brian Peterson made for an impressive display of the power of R in quant finance.
I hope we see more of these events in the future. (stay tuned, as we have something very big planned for Spring of 2009 right here in Chicago!)
- quantmod + xts: [pdf]