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

  • June 19, 2011

    If returns had infinite variance, would there be a problem bootstrapping information ratios? Background There is a discussion on the Quant Finance group of LinkedIn with the title: "How [...]

  • June 16, 2011

    Graphs like Figure 1 are reasonably common.  But they are not reasonable. Figure 1: A (log) price series with an explicit guide line. Some have the prices on a [...]

  • June 2, 2011

    The R/Finance conference happened in Chicago at the end of April.  If, like me, you weren't there, you can still benefit from it because slides from many of the [...]