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R Finance 2011: Chicago April 29th & 30th

alain

Older and Wiser
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.
 
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.
 

alain

Older and Wiser
As Andy mentioned, Brian Rowe is presenting a paper about functional languages and the use of R. He is also the author of the package tawny in R.
 
Hi Guys,
Would someone mind posting their opinion of this event after attending the conference? I would love to hear how useful it was as I use R quite a bit and this definitely looks amazing!
 
I'll post a summary from what I can actually gather of the conference! I'll be there both days, now that I actually live in Chicago ^_^

(Though I'm also there to meet lotsa people and see who's who in this industry :P)
 
Stupid AA delayed my flight last night. I'm gonna run probably 30 mins late for the workshop >.< and that's was pretty much why I wanted to go. fml
 
Day 1 passed. Surprisingly, not a lot of actual R syntax shown. A decent event, but only 4 weeks into my first job, a lot of it was over my head, and I started to fade in the afternoon.
 
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).
 
Thanks Ilya for the post about the R conference. I will check out the materials they post up online about the conference and maybe post up a few questions as I can begin to process the info!
 
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