blog.fosstrading.com
FOSS Trading: November 2014
http://blog.fosstrading.com/2014_11_01_archive.html
Algorithmic Trading with Free Open Source Software. Tuesday, November 18, 2014. R/Finance 2015 Call for Papers. R/Finance 2015: Applied Finance with R. May 29 and 30, 2015. University of Illinois at Chicago. The seventh annual R/Finance conference for applied finance using R. Will be held on May 29 and 30, 2015 in Chicago, IL, USA at the University of Illinois at Chicago. We invite you to submit complete papers in pdf format for consideration. We will also consider one-page abstracts (in txt or pdf f...
blog.fosstrading.com
FOSS Trading: R/Finance 2014 Review
http://blog.fosstrading.com/2014/06/rfinance-2014-review.html
Algorithmic Trading with Free Open Source Software. Monday, June 30, 2014. It's been more than a month since R/Finance 2014. And my job has finally slowed down enough to allow me to write down my thoughts (though I'm writing this over two days during my train to and from Chicago). I went to Dirk Eddelbuettel's. Seminar because I may be writing a R package to query Deltix's. Database. Deltix provides a C API, so this is a perfect opportunity to use Rcpp. Package (and a new proftools-GUI. Demonstrated a si...
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FOSS Trading: March 2015
http://blog.fosstrading.com/2015_03_01_archive.html
Algorithmic Trading with Free Open Source Software. Tuesday, March 31, 2015. Registration Open for R/Finance 2015! You can find registration information. As they become available) on the conference website. Or you can go directly to the registration page. Note that there's an early-bird registration deadline of May 15. The conference will take place on May 29 and 30, at UIC. We are very excited about the four keynote presentations given by Emanuel Derman. For the program committee:. Gib Bassett, Peter Ca...
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FOSS Trading: March 2013
http://blog.fosstrading.com/2013_03_01_archive.html
Algorithmic Trading with Free Open Source Software. Friday, March 29, 2013. R/Finance 2013 Registration Open. The registration for R/Finance 2013 - which will take place May 17 and 18 in Chicago - is NOW OPEN! Building on the success of the previous conferences in 2009, 2010, 2011 and 2012, we expect more than 250 attendees from around the world. R users from industry, academia, and government will joining 30 presenters covering all areas of finance with R. More details of the agenda are available at:.
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FOSS Trading: Disclosures
http://blog.fosstrading.com/p/disclosures.html
Algorithmic Trading with Free Open Source Software. I receive an affiliate commission when a reader signs up for a CSI data package via a referring link from this site and/or using the "FOSS" coupon code. I receive an affiliate commission on Amazon.com purchases made during a shopping session that originated from an Amazom.com link on this site. Links to this post. World Beta - Engineering Targeted Returns and Risk. AuTraSy blog - Automated trading System. The Physics of Finance. R Finance Task View.
blog.fosstrading.com
FOSS Trading: November 2013
http://blog.fosstrading.com/2013_11_01_archive.html
Algorithmic Trading with Free Open Source Software. Monday, November 4, 2013. The complaint I hear most frequently about quantstrat is that it's slow, especially for large data. Some of this slow performance is due to quantstrat treating all strategies as path-dependent by default. Path dependence requires rules to be re-evaluated for each timestamp with a signal. More signals equates to longer run-times. The biggest issue was how the internal function ruleProc. Object before calling the rule function...
blog.fosstrading.com
FOSS Trading: March 2014
http://blog.fosstrading.com/2014_03_01_archive.html
Algorithmic Trading with Free Open Source Software. Saturday, March 29, 2014. This is a guest post by Ross Bennett. Ross is currently enrolled in the University of Washington Master of Science in Computational Finance and Risk Management program with an expected graduation date of December 2014. He worked on the PortfolioAnalytics package as part of the Google Summer of Code 2013 project and continues to work on the package as a Research Assistant at the University of Washington. Object is an S3 class th...
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FOSS Trading: May 2013
http://blog.fosstrading.com/2013_05_01_archive.html
Algorithmic Trading with Free Open Source Software. Tuesday, May 28, 2013. It's been one week since the 5th Annual R/Finance conference. And I finally feel sufficiently recovered enough to share my thoughts. The conference is a two-day whirlwind of applied quantitative finance, fantastic networking, and general geekery. I went to (and live-tweeted) Jeff Ryan's seminar. Because I wanted to learn more about how he uses mmap. With options data. There I realized that POSIXlt. I had the pleasure of introducin...
blog.fosstrading.com
FOSS Trading: October 2013
http://blog.fosstrading.com/2013_10_01_archive.html
Algorithmic Trading with Free Open Source Software. Thursday, October 17, 2013. R/Finance 2014 Call for Papers. We're getting ready for this year's R/Finance conference. Here's the call for papers. I hope to see you there! R/Finance 2014: Applied Finance with R. May 16 and 17, 2014. University of Illinois at Chicago. The sixth annual R/Finance conference for applied finance using. Will be held on May 16 and 17, 2014 in Chicago, IL, USA at the University of Illinois at Chicago. We invite you to submit com...
blog.fosstrading.com
FOSS Trading: R/Finance 2015 Call for Papers
http://blog.fosstrading.com/2014/11/rfinance-2015-call-for-papers.html
Algorithmic Trading with Free Open Source Software. Tuesday, November 18, 2014. R/Finance 2015 Call for Papers. R/Finance 2015: Applied Finance with R. May 29 and 30, 2015. University of Illinois at Chicago. The seventh annual R/Finance conference for applied finance using R. Will be held on May 29 and 30, 2015 in Chicago, IL, USA at the University of Illinois at Chicago. We invite you to submit complete papers in pdf format for consideration. We will also consider one-page abstracts (in txt or pdf f...