The last few months have seen a flurry of activity in terms of new courses being created for the R programming language. Udemyis one such online venue that provides a surprisingly broad array of topics related to the R language. These topics include statistical analysis, regression, data science, machine learning, quantitative trading, data visualization and […]
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Lecture 7 – Visualization and Reporting with R
By now you should be familiar with most of the core functionality of the R programming language. We can perform simulations, graph results, create summary statistics, export our results to files and accomplish almost any programming feat by simply using the base installation of R. In this lecture I want to introduce a few tools […]
Lecture 6 – Stochastic Processes and Monte Carlo
The use of probability and statistics is ubiquitous in quantitative finance. All of the observable prices, volumes, order arrival rates, etc, are due to supply and demand imbalances. However, keeping track of all the supply and demand imbalances becomes cumbersome as the number of variables increases. Statistical tools are vital in explaining and modeling these […]
RCPP Gallery and Projects
I have commented in the past about the usefulness of the RCPP package. Now, Dirk Eddelbuettel has provided another wonderful service to the R community by posting sample R code that leverages this powerful framework. If you are interested in combining the raw speed and performance of C++ with the syntax of R, check out […]
Lecture 5 – Applied Statistical Concepts
In this lecture we will discuss statistical estimators, investigate the law of large numbers, the central limit theorem and look at implementing all these concepts within R. Population vs. Sample Statistics Consider the set of numbers: 102, 103.2, 102, 101.2, 499, 103.2 101.23, 99.2. Here are some questions we might want to ask about these […]
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 Great online courses for learning R
 Lecture 7 – Visualization and Reporting with R
 Lecture 6 – Stochastic Processes and Monte Carlo
 RCPP Gallery and Projects
 Lecture 5 – Applied Statistical Concepts
 Lecture 4 – Regression and Pairs Trading
 A tutorial on Rcpp
 Lecture 3 – Matrices and Libraries
 Lecture 2 – Functions in R
 Simulation of a coin toss in R