This conference is held every year and it is very good. My friend Brian has been a speaker there couple of times. I have met a most of the speakers and they are excellent. They also have created some of the most common used R packages in finance, econometrics and time series.
This meeting is sponsored and organized by the Chicago R community. It would be great to start something in NYC. Brian and I have discussed this in the past. I will talk to him again. It might be a good thing to have some sort of R event like that here in NY.
If you want to organize something for the NYC R community, it can be done. I do not know the size of the R community in the city.
Talk to one of the local universities (Baruch, Columbia, NYU) and set up something with them to run on a weekend.
I know Baruch hosted WordCamp for the Wordpress developers last year. If we price reasonably, we can get many attendees from local MFE programs.
Just got back from the event. Really took a lot of stamina. Didn't understand much of it, but heard of some new things, such as an optimization package for R, and met John Bollinger. He's a really nice guy, gave us a very nice history lesson about his time through the financial industry, and how he more or less codes his own signals/indicators and uses it with his trading work. I think it'll sink in some more as I actually use more of the material. Lots of eats/drinks, met a few people (couple of Russians too), and overall, my head's still a bit spinning from how hectic it all was.
Really enjoyable event, but I suppose that's because I like being around people.
I just started using R a bit at work and then came across the website for this conference. I think I'll be attending next year. Incidentally if anyone is really good at using R with hourly time series data I'd appreciate some pointers. I'm finding it to be rather unruly (perhaps this would be best as a new thread though).