To R or not to R, and other events

June 21, 2012

New events

To R, or not to R, that is the question

The Statistical Computing Section of the Royal Statistical Society presents a one-day event on 2012 June 29.

The details of the day.  See in particular the abstract for “Teaching statistics: a pain in the R?” by Andy Field — it involves a sheepdog named Rex.

High frequency data analysis

The London Quant Group will have an evening event 2012 July 10 on high frequency tradingDetails of the event are forthcoming.

London Quant Group Autumn Seminar

2012 September 9-12 in Oxford.  The event page.

Even more events

MoneyScience has an events calendar.

Subscribe to the Portfolio Probe blog by Email

Leave a Reply

  1. Magdalena 2012-07-03 at 12:33 - Reply

    Hello,
    Would you be interested in promoting and could you write the article for SDJournal? Our next issue will be entitled R language. I think that you can contribute relevant materials for our magazine. Please let me know if you are interested in contributin.

    Cheers,
    Magdalena Marczynska,
    Editor of SDJournal

    my @ magdalena.marczynska1@o2.pl

Related posts

  • March 14, 2013

    Highlighted LondonR is soon -- see the "Previously Announced" section. New Events Thirsty Quants 2013 March 21, London. Some thirsty quants will be going for a drink on the [...]

  • March 5, 2013

    What effect do predicted correlations have when optimizing trades? Background A concern about optimization that is not one of "The top 7 portfolio optimization problems" is that correlations spike during [...]

  • February 25, 2013

    Exploring the quality of predictions using random portfolios and optimization. Previously "Simple tests of predicted returns" showed a few ways to look at expected returns at the asset level.  [...]