About R/Finance

R/Finance was founded in the fall of 2008, by a small group of open source package authors, finance industry practitioners, and finance professors. Inspired by popular workshops and summer schools about “R in Finance” held by Diethelm Würtz at Meielisalp in the Swiss mountains, the inaugural R/Finance conference took place at the Chicago campus of the University of Illinois (UIC) in April 2009.

From its humble beginning, R/Finance has maintained the single-track presentation model. With presentations by some of the most knowledgeable emerging and experienced professionals in the field, attendees never experience the fear of missing out on the most interesting content. Large round tables set in a single expansive conference hall encourage easy conversations among a group of participants originating from nearly every continent on the planet. Attendees are given access to a secure internet connection, and can quickly access markets, post content online, download and experiment with packages discovered at the conference, or write and commit code with new and existing open source collaborations.

At the heart of R/Finance is an open source community, uniquely unparalleled in both its breadth and depth. Emerging and experienced attendees alike return each year to build new relationships, deepen old ones, and be inspired by the work of their peers.

R Packages and Code

In many important fields, valuable intellectual property is a closely held secret. Sometimes, we find published works and generalized approaches in close proximity to these propriety methods. At R/Finance, sometimes these generalized approaches get developed, documented, packaged, and open sourced.

Amidst an open atmosphere of relevant conversations, some of the most successful open source collaborations in both R and Finance have been created. Collaboration, driven by a deep intellectual curiosity and a commitment to high quality work, are a few of the values shaping the innovative culture at R/Finance. Open to all interested persons, we invite you to come develop with us.

Curated Content

Since 2009, attendees have enjoyed roughly 400 presentations. Accessible from the Archive tab, a balanced mix of keynotes, full talks, and lightning-talks cover a variety of topics with many on the leading edge of their respective fields. Our call for presenters attracts high quality content from accomplished individuals, earning the multidisciplinary conference a reputation as one of the most important events of the year among researchers practicing and applying R in finance, business, and academia.

The roster of keynote speakers includes R-core members, pioneers in high frequency market making, economists of giant technology companies, best selling authors in quantitative finance, globally recognized software developers, CEO’s of asset managers, quantitative institutional investors, and successful entrepreneurs. In addition, speakers include professors leading their respective fields using R in time series, econometrics, derivative securities, financial engineering, portfolio management, statistics, machine learning, and artificial intelligence.

Keynotes of R/Finance past include:

2009: Dr. Patrick Burns, Dr. Robert Grossman, Dr. David Kane, Dr. Roger Koenker, Dr. David Ruppert, Dr. Diethelm Würtz, and Dr. Eric Zivot.

2010: Dr. Achim Zeileis, Ralph Vince, Dr. Bernhard Pfaff, and Dr. Marc Wildi

2011: Meb Faber, Dr. Stefano M. Iacus, John Bollinger, and Louis Kates

2012: Blair Hull, Dr. Rob McCulloch, Paul Gilbert, and Dr. Simon Urbanek

2013: Ryan Sheftel, Dr. Ruey Tsay, Dr. Sanjiv Das, and Dr. Attilio Meucci

2014: Dr. Luke Tierney, Dr. Alexios Ghalanos, Dr. Bob McDonald, and Dr. Bill Cleveland

2015: Dr. Emmanuel Derman, Louis Marascio, and Dr. Alexander McNeil

2016: Rishi Narang, Dr. Tarek Eldin, Dr. Frank Diebold, and Dr. Patrick Burns

2017: Dr. Szilard Pafka and Dr. Dave DeMers

2018: Dr. Norm Matloff, J.J. Allaire, and Dr. Li Deng

2019: Dr. Genevera Allen, Dr. Matt Taddy, and Art Steinmetz

Organizing Committee

Behind R/Finance, is a group of recognizable and emerging leaders in both the open source R and finance communities. The groups collective background includes working with large hedge funds, the Federal Reserve, high frequency market making firms, fintech companies, investment banks, commodity trading advisors, traditional asset managers, and highly ranked universities in areas of data analytics and quantitative finance.

In addition, the committee members are active developers, package authors, and general contributors to the R Project for Statistical Computing and other open source endeavors. Some lead local R User Groups and organize more general R conferences. Others have managed or mentored R projects for Google Summer of Code. And still others have authored some of the most popular R packages used in finance, time series, financial econometrics, and high performance computing, as well as maintain Empirical Finance and High-Performance and Parallel Computing withR Task Views.

Among other logistics, the committees main focus is on attracting and curating high quality presentations. Leveraging domain expertise and professional networks, the committee strives to assemble a group of interesting and skilled presenters, with deep knowledge of applied finance and interrelated disciplines.