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 trading.  Details 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

Latest posts

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

  • 2 dimensions of portfolio diversity

    July 16, 2012

    Portfolio diversity is a balancing act. Previously The post "Portfolio diversity" talked about the role of the correlation between assets and the portfolio.  The current post fills a hole [...]

  • A practical introduction to garch modeling

    July 6, 2012

    We look at volatility clustering, and some aspects of modeling it with a univariate GARCH(1,1) model. Volatility clustering Volatility clustering -- the phenomenon of there being periods of relative [...]

  • Random portfolios versus Monte Carlo

    July 2, 2012

    What is the difference between Monte Carlo -- as it is usually defined in finance -- and random portfolios? The meaning of "Monte Carlo" The idea of "Monte Carlo" [...]