[R-SIG-Finance] R-Finance Tutorial

Patrick Burns patrick at burns-stat.com
Wed Jun 30 17:58:58 CEST 2010


Can we presume that you've looked at the
Finance taskview?

On 30/06/2010 15:56, Ben Nachtrieb wrote:
> Hello,
>
> Does anyone have any good R-Finance tutorials?
>
> I can perform basic operations in R and I have a Master's degree in
> finance/investments; however, I would like to ties these together with an
> R-Finance tutorial. In other words, I need better understanding of the
> best packages and built-in functions available to me and how to use them. I
> don't want to reinvent the wheel so-to-speak.
>
> Basically I do quant analysis on forex, futures, and equities. So it is the
> usual time series, trade execution, portfolio, security ranking, back
> testing, optimization, etc. related functions and packages I am interested
> in. I will be using these programatically, so a good "front-end" or UI is
> not necessary (and would not be used).
>
> Does anyone have any good R-Finance tutorials?
>
> What I do not need is a Tutorial on R or Finance separately.
>
> I already have "Time Series Analysis - With Applications in R end Edition",
> but that is it...at this point.
>
> Thanks!
>

-- 
Patrick Burns
patrick at burns-stat.com
http://www.burns-stat.com



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