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

  • January 7, 2013

    Calibrations of 2013 predictions for 18 equity indices -- plus some publicly available predictions. Orientation The distributions are an attempt to see the variability if there were no market-driving [...]

  • December 24, 2012

    An explanation of quartiles, quintiles deciles, and boxplots. Previously "Again with variability of long-short decile tests" and its predecessor discusses using deciles but doesn't say what they are. The [...]

  • December 17, 2012

    Historical Value at Risk (VaR) is very popular because it is easy and intuitive: use the empirical distribution of some specific number of past returns for the portfolio. Previously [...]