[R-SIG-Finance] R participating in Google Summer of Code - call for students (and projects)

Brian G. Peterson brian at braverock.com
Thu Mar 22 14:42:35 CET 2012

Once again, R has been accepted as a mentoring organization for the Google Summer of Code (2012).
We invite students interested in this program to learn more about it. A good starting
point is the R GSoC wiki[1]. Google information on the program is available via melange[2].

Students participating in the program receive US$5,000 for successful completion of a GSoC project, a great resume item, and an opportunity to work with R package authors.
There are three finance-related projects currently on the project ideas list:

Performance Attribution[3]	
Add portfolio performance and attribution functionality from Bacon to PerformanceAnalytics package 

Advanced Risk and Portfolio Management[4]
Port Matlab code published by Attilio Meucci for risk and portfolio management to R.

Extend RTAQ[5]	
Extend the RTAQ package with additional data interoperability and volatility measures.
(FYI: there is already a highly qualified student associated with this project idea)

There are additional non-finance R project ideas also listed on Ref [1].

Interested students should start working on applications now.  
The student application process opens on 26 March, and successful students in prior years have often posted draft applications to melange for comment as soon after the opening of the application process as possible.

The list of finance project ideas above is also by no means exhaustive.  Interested students or mentors are encouraged to discuss other project ideas on the gosoc-r google group[6].

Those interested in either student or mentor participation should join our Google list
gsoc-r at googlegroups.com as this is how we are communicating. Please provide a 1 sentence
intro to yourself as we have had attempts by spammers to join the group.

Note that GSOC is about CODING. It is not intended to fund research, but many activities
with R require code to advance our work, so the program can be very helpful to improving R.

For information, the admins this year are Toby Dylan Hocking and John Nash, with backups
Brian Peterson and Virgilio Gomez.

Happy coding,

 - Brian

[1] R GSoC Wiki 

[2] Google GSoC melange

[3] Performance Attribution

[4] Advanced Risk and Portfolio Management

[5] Extend RTAQ

[6] gsoc-r Google group

Brian G. Peterson
Ph: 773-459-4973
IM: bgpbraverock

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