R/Finance was founded in the fall of 2008, by a small group of open-source authors, finance practitioners, and academics. Inspired by the annual gatherings of finance industry practitioners and academics hosted by the Deithelm Wurts, the inaugural R/Finance conference took place in April 2009 at the University of Illinois-Chicago.
Attendees have enjoyed roughly 400 presentations, covering nearly all facets of finance, software development, and statistical programming with R. Consistent and excellent content has earned the conference a reputation as one of the most top events of the year in both R, quantitative finance, and the fields they intersect.
While some conferences divide attendees and speakers into multiple tracks, R/Finance has kept the single track presentation model alive and well. With presentations from some the most knowledgeable emerging and senior innovators in the field, the format means you won't miss any of it!
A leader in hosting high quality, meaningful conferences, the R/Finance model has come to inspire other R organizers as well. Today, conferences intersecting the R statistical programming language with medicine, insurance, and others, are succeeding in bringing together highly skilled R programmers with experts in their respective fields.
At the core of R/Finance are people. Both the breadth and depth of the general community is astounding, and is as unparalleled as the content it produces. They include world class authors, industry leaders, students, professors, institutional investors, and high performance software developers.
Each Spring, emerging and senior participants alike, come together to build new relationships, deepen old ones, and explore new research. Round tables set in an expansive conference hall facilitate easy conversations among participants originating from nearly every continent on the planet. This is where many open source collaborations are born, some of which have lasted more than a decade. Creating an environment where developers possessing a wide range of skills in R and high performance computing can collaborate with domain experts specializing in several areas of finance, economics, and business, is what R/Finance strives to achieve.
Modern approaches to computational finance are secretive, and the best ideas are closely guarded. But around these proprietary methods are published works, and industry best practices that benefit from being open sourced. This reduces the workload of the otherwise siloed researcher working on the similar problems. At R/Finance, these are packaged and shared in ways that ultimately add real value to the end user, who can refine them for proprietary purposes. This unique collaborative environment among conference founders, committee members, speakers, and attendees, have produced R packages and code used to manage and trade some estimated Trillions of dollars in financial assets. This is the core of R/Finance.
Organizing the conference are individuals well known in Quantitative Finance and R, volunteering in service to the open source R and open finance communities. They have worked as industry practitioners for hedge funds, high frequency trading firms, mutual funds, investment consultant firms, the Federal Reserve, and have instructed at top universities for analytics and quantitative finance. See footer links below to find out more about us!