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January 8, 2009

R/Finance 2009: Applied Finance with R

A call for papers was recently announced on R-Sig-Finance and R-Announce for the first R/Finance conference to be held in Chicago, Illinois.

This is the formal follow-up to the informal R/Finance/Chicago event we put on last year with the help of the Finance Department at the University of Illinois at Chicago (UIC) and the International Center for Futures and Derivatives at UIC.

A truly awesome list of speakers has already been confirmed for the two-day event to be held April 24 and 25, 2009 in Chicago, IL, USA. In addition to UIC being the primary sponsor, we are excited to announce that the event will be co-sponsored by the great people at REvolution Computing.

Confirmed speakers so far include:

In addition to the above the organizing committee includes myself, PerformanceAnalytics authors Peter Carl and Brian Peterson, Dirk Eddelbuettel, John Miller (UIC), Gib Bassett (UIC), Dale Rosenthal (UIC) and Linda Heinig (REvolution Computing).

More details, including an official announcement can be expected in the next few weeks. Until then, send your abstracts according to announcement if you are interested in presenting.

A copy of the official CFP announcement can be found here:
R/Finance 2009: Applied Finance with R

December 5, 2008

Computational Finance with R at Columbia University

Exciting day of talks yesterday at Columbia. Thanks to Krishna Kumar, Jan Vecer, and the people at REvolution computing for putting this together.

Nearly 200 people gathered under the dome of Low on Columbia's campus to listen to 6 speakers (even me!) talk about R in quant finance.

A truly awesome effort by all involved.

Presentation slides on quantmod+xts can now be found at Columbia2008.

October 22, 2008

A success! The first R/Finance/Chicago meetup!

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 RFinanceChicago.

June 9, 2008

Version 0.3-6 Major Changes Version 0.3-4 Changes

December 27, 2007

New functions and examples for quantmod 0.3-0!

October 16, 2007 (view the charts here)

New version 0.2-5 New features, most prominent is basic price chart support

August 31, 2007

New version 0.2-2 available. Many new features and functions:

August 8, 2007

quantmod launch: useR! 2007 The official beta launch of quantmod.

August 6, 2007

www.quantmod.com launched! version 0-1.3 of source available.
limited changes to actual functions - added buildData to manage data outside the quantmod workflow.

August 2, 2007

Uploaded version 0.1-0 of quantmod to CRAN.