quantmod: news

Presentation Slides from Columbia Talk

Fri, 5 December 2008 12:59:25 GMT

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.

As I said there, I am in awe of this community. My presentation slides can be found here

Some great things are happening in this community, and I am certainly glad to be part of them.

Computational Finance at Columbia on December 4th

Thu, 20 November 2008 12:59:25 GMT

I am excited to be headed to NYC for the day to learn what others are doing with R in finance. I'll also be speaking about quantmod and xts. Looking forward to meeting NY R users.

Registration and more information can be found here: Columbia Finance with R.

First R/Finance/Chicago Meeting October 3rd

Wed, 22 October 2008 12:59:25 GMT

We held the first official R/Finance/Chicago event right here in my backyard (figuratively) on Friday, October 3rd.

About 40 people from across Chicago-land, and as far away as St. Louis and Cleveland, made it to Jak's in Chicago's West Loop neighborhood to meet and talk about R in finance. R package contributors, quantitative finance practitioners, and those from academia made for a great evening of food, beer, and conversation.

Many thanks to Gib Basset, Dale Rosenthal, and John Miller at UIC for providing the space and food for this meetup. I am quite excited to see their excitement in using R and contributing to the community!

Given the success, and interest in this event, we are planning on something much larger and more formal for the Spring of 2009. Something along the lines of a 2-3 day conference for practitioners and academics. Details will be forthcoming.

Presentation slides and photos can be found at RFinanceChicago2008.

Rmetrics Workshop Presentation Online

Wed, 22 October 2008 12:59:25 GMT

The presentation given at this years conference from Jun 29th to July 3rd, relating to quantmod charting and xts can be found here.

quantmod talk at upcoming Rmetrics workshop in Switzerland

Mon, 9 June 2008 15:59:25 GMT

quantmod is very excited to be part of the week-long 2nd Computational Finance and Financial Engineering/Rmetrics Workshop , hosted by Rmetrics founder Diethelm Wuertz, to be held this June 29th through July 3rd.

In addition to quantmod, I will also be introducing the functionality of the xts package as well as TTR. Hope to see you there.

Version 0.3-6 on www.quantmod.com and CRAN

Mon, 9 June 2008 13:39:25 GMT
* Updated site documentation, including a new section on charting.
* More charting additions, including a generic addTA wrapper to add any arbitrary series to the charts.
* TA arg in chartSeries now accepts a single string of delimited TA calls.
* Improved theme colors and chart labeling scheme.
* New reChart tool to modify existing charts.
* Updated getFinancials and new getSymbols.IBrokers methods.
* Improved periodReturn.
* And much, much more!

Version 0.3-4 on www.quantmod.com and CRAN

Fri, 4 Apr 2008 09:39:25 GMT
Charting improvements abound. Themes, interaction, zooming... Additional data functionality courtesy of integration with the new xts package. Company financial data import via getFinancials and viewFinancials. Package hosting now on R-Forge!