R/Finance 2013: Applied Finance with R

May 17 & 18, Chicago, IL, USA

> register(2013)

The main conference registration fees are listed below. The registration fee includes access to Friday and Saturday sessions, as well as lunch on Friday and Saturday. Optional pre-conference seminars, held early on Friday, are available for a separate fee.

Conference Registration:
Seminar Registration (see side bar)
Industry/Academic/Student $75
Conference Dinner (at Trump Hotel Terrace)

The conference is limited to 300 attendees. Seminars are limited to approximately 40 to 60 participants. In previous years, the majority of seminars sold out early! Space for the conference dinner is also limited and expected to sell out early.

Pre-Conference Seminars Details

Several one-hour seminars are offered on Friday morning from 08:00 to 09:00am. The cost is $75, and the seminars are offered in parallel so only one can be selected per participant.

  1. An Introduction to Distributed Computing in R Bryan Lewis and Whit Armstrong discuss recent advances in R packages and database technology, notably parallel computing via doRedis and via AWS using doDeathstar / AWS tools, as well large-scale data manipulation via SciDB.
  2. Advanced Tutorial on data.table Matthew Dowle offers a hands-on tour of data.table, covering recent advances and a variety of topics using examples from finance. Basic knowledge of data.table is beneficial. Topics may be suggested in advance by emailing Matthew directly.
  3. Using quantstrat to evaluate intraday trading strategies Jan Humme and Brian Peterson demonstrate how to create, test and evaluate intraday trading strategies using R finance packages, particularly quantstrat.
  4. An Example-Drive Introduction to Rcpp Dirk Eddelbuettel provides a hands-on introduction to the Rcpp package for R and C++ introduction via a number of self-contained examples. No prior C++ knowledge is required, R programming knowledge is helpful.
  5. R Programming for Financial Data Jeff Ryan discusses R and financial data management.

During registration for the conference, one may select either a seminar or none on the secure registration page. Pre-conference seminars are optional.