R/Finance 2015: Applied Finance with R

May 29 & 30, Chicago, IL, USA

Revolution Analytics
University of Washington
Interactive Brokers
Ketchum Trading
> register(2015)

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 will increase by 50% at the end of early registration on May 15, 2015.
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 OneTick Maria Belianina will review key components of the OneTick system and available API.
  2. Getting Started with Quantstrat Guy Yollin provides a hands-on introduction to systematic trading strategy development with the quantstrat and blotter R packages.
  3. An Example-Driven Introduction to Rcpp Dirk Eddelbuettel provides a hands-on introduction to his 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.
  4. High-frequency Price Data Analysis in R Kris Boudt introduces high-frequency financial data analysis under the Brownian semimartingale with jumps model framework using the highfrequency package.
  5. PortfolioAnalytics: Advanced Moment Estimation and Optimization Ross Bennett shows how PortfolioAnalytics package can solve complex portfolio optimization problems.

During registration for the conference, one may select either a seminar or none on the secure registration page.

Pre-conference seminars are optional, as is the conference dinner.