Blogs

Zurich, Feb 2013 - Spring Lecture

Diethelm Würtz offers a Spring Lecture "From Time Series Analysis to Modern Portfolio Design".

Zurich, Feb 2013 - Basic R Course

Rmetrics and the Econophysics Group at ITP/ETHZ offer a basic R course for students from ETH Zurich and the University of Zurich.

Zurich, Sep 2012 - Portfolio Selection

Yohan Chalabi has finished his PhD Thesis "New Directions in Statistical Distributions, Parametric Modeling and Portfolio Selection" in the Econophysics Group of Diethelm Würtz at ETH Zurich.

Mumbai/Bangalore, 2012/13 - Rmetrics Courses

The Asia Chapter of the Rmetrics Association organizes six "Financial Data Analysis" Courses with R and Rmetrics:

Zurich, Aug 2012 - Swiss SBBI Data

Tobias Setz has finished his Master Thesis "Benchmarking and statistical stability measures for the Swiss market: Analysis of a century of fi nancial and economic data" in the Econophysics Group of Di

Zurich, Jul 2012 - Advanced Portfolio eBook

New Advanced Portfolio Optimization eBook

Zurich, May 2012 - ZurichR Meeting

Register to attend ZurichR Meeting on Wednesday 23rd May 2012:

More: www.zurich.org

Meielisalp, Mar 2012 - Abstract Submission

Submit your Abstract to the
6th R/Rmetrics Meielisalp User/Developer Workshop and Summer School

*** Put it into your Agenda: Rmetrics Workshop Meielisalp, 24-28 June 2012 ! ***

Zurich, Mar 2012 - Rmetrics gldist Package

We like to bring to your attention a new Rmetrics package "gldist: An Asymmetry-Steepness Parameterization of the Generalized Lambda Distribution" written by Yohan Chalabi as part of his PhD Thesis and coauthered by Diethelm Würtz.

Zurich, Mar 2012 - NZZ Diversification Lines

We like to bring to your attention an article (written in German) about portfolio optimization on diversification lines written by Diethelm Würtz, Yohan Chalabi and Dominik Locher.

Zurich, Feb 2012 - Stability Parity Indexation

Diethelm Würtz is offering a presentation about "Stability Budgeting and Stability Parity Indexation" on 14 February 2012 at STOXX Ltd in Zurich.

Zurich, Jan 2012 - Corepoint Capital uses Stability Analytics

Corepoint Capital uses Rmetrics Stability Analyics, see corepointcapital.com

Zurich, Jan 2012 - ZurichR Wavelet Analytics

Tobias Setz from the Swiss Federal Institute of Technology in Zurich and the Rmetrics Association is offering a presention about "Wavelet Analytics on Financial Time Series".

Ahmedabad, Jan 2012 - R/Rmetrics Seminar

Drs. Mahendra Mehta and Diethelm Würtz are offering a seminar presentation at the 5th Doctoral Finance Colloquium at the IIM, Indian Institute of Management, Ahmedabad.

Zurich, Nov 2011 - Portfolio Diversification Lines

We like to bring to your attention an article (written in German) about portfolio optimization on diversification lines written by Diethelm Wuertz, Yohan Chalabi and Dominik Locher.

Mumbai, Nov 2011, IGIDR - Stress and Stability Metrics

Diethelm Wuertz from the Swiss Federal Institute of Technology and the Rmetrics Association in Zurich is offering a seminar in computational finance and financial engineering covering modern topics in

New York, Sep 2011 - Portfolio Selection and Optimization in Practice

Rmetrics teaches a course in "Portfolio Selection and Optimization in Practice" for Portfolio Managers and Decision Makers in New York, September 8/9.

Zurich, Jun 2011 - Modern Portfolio Design with Rmetrics

Rmetrics teaches a public course in "Modern Portfolio Design with Rmetrics" for Portfolio Managers and Decision Makers in Zurich, June 24/25..

Vienna, May 2011 - Advanced Topics in Financial Econometrics Lectures

Diethelm Wuertz presents 7 lectures in "Advanced Topics in Financial Econometrics" at University of Economics and Business, Vienna, Austria. Dates: May 5/6, May 12/13, May, 19/20, May 25.

Kuala Lumpur, March 2011 - Portfolio Management and Optimization

The Rmetrics Association helds a 3-Day in-House course in Malaysia, March 29-31, 2011, prepared for an investment bank in Kuala Lumpur.

Zurich, Mar 2011 - Rmetrics eBooks Bundle for Finance

Rmetrics offers his eBooks "Basic R for Finance", "Chronological Objects", "Financial Market Data", and 'Portfolio Optimization" in a Bundle.

Mumbai, March 2011 - R for Finance and Advanced Portfolio Optimization

The Rmetrics Association announces a one day R course, March 24, and a two day Advanced Portfolio course, March 25/26, 2011, in Mumbay.

Zurich, March 9, 2011 - Rmetrics Presentation at ZurichR User Group

Rmetrics presents its fPortfolio package at the first “Zurich R” meeting. The meeting will be held on Wednesday, March 9, at the Technopark in Zurich.

Zurich, Jan 2011 - Portfolio Webinar

We like to bring to your attention a free webinar on Wednesday, January 26, presented by Diethelm Wuertz and Mahendra Mehta about "Portfolio Design, Optimization and Stability Analysis".

Zurich, Dec 2010 - Asian Option Pricing

We are proud to annnounce a new eBook about "Exponential Brownian Motion and Pricing Asian Options" with R/Rmetrics.

Mumbai, Nov 2010 - Basic R Course for Finance

Rmetrics offers a high quality training course in the R programming language, based on their "Basic R for Finance" eBook.

Zurich, Oct 2010 - A 3 Day Basic R Course for Finance

Rmetrics offers for students at ETH and University of Zurich a high quality training course in the R programming language, based on their "Basic R for Finance" ebook.

Zurich, Sep 2010 - Portfolio Cycle Charts

"Portfolio Cycle Charts" are a new approach to characterize economic conditions by rolling portfolios. This report from Rmetrics offers views on the dynamics of the feasible set of a portfolio.

Gaithersburg, Rmetrics at useR! 2010

Diethelm Würtz was invited at the 2010 useR! Gaithersburg Conference to give a presentation.

Basel, Jul 2010 - Rmetrics at BaselR

The Basel R user group has organized on July 29, 2010, a meeting with presentations based on R/Rmetrics.