Zurich, May 2014 - R Shiny at ETH

The Econonphysics Group of Professor Diethelm Würtz at ETH Zurich has installed an R Shiny Server for education. Currently we are implementing several "Show Cases". More coming soon ...

Mumbai, June 5-7 - R for Risk Professionals

Rmetrics Asia Chapter offers in Mumabai from 5 to 7 June 2014 a three day training "R for Risk Professionals". For more Information please contact:

Chicago, May 2014 - Meet us at R-in-Finance

ETH Zurich (Tobias Setz and Diethelm Wuertz) together with FX Record in Windsor (Jan Witte) present a talk about "BCP Stability Analytics -

Bremen, April 1 - Don't Optimize!

Diethelm Würtz and Tobias Setz are presenting a public Tutorial at University of Bremen. Their presentation is entitled: "Don't Optimize!

Rmetrics is partner for the TEXATA championship

Rmetrics is a community partner for the TEXATA Big Data Analytics World Championships in August/October 2014.

Mumbai, Mar 14, 15/22 - inHouse Training: Basic R at Bank Baroda

NTS Mumbai teaches a 6 day basic R/Rmetrics inHouse training for Bank Baroda in Mumbai, the second largest Bank in India. The course takes place on February 22, March 1/15/22, and April 22/29.

Mumbai, Feb 2014, 10 - Tutorial: HPC and Parallel at IGIDR

Diethelm Würtz offers February 10, an R toturial on "High Performance Computing and Parallel R" at the "Indira Gandhi Institute of Development and Research" in Mumbai.

Zurich, Feb 2014, 20/27 - R Crash Course at ETH

Tobias Setz and Diethelm Würtz offer an R Crash Course for Students from ETH and University Zürich. The course takes place 20/27 February 2014 at ETH Zentrum, HG D 3.3 as part of the Lecture "Computational Physics and Econophysics".

New eBook: Long Term Statistical Analysis of US Asset Classes

Diethelm Würtz, Haiko Bailer, Yohan Chalabi, Fiona Grimson, Tobias Setz
Rmetrics eBooks 2011
Rmetrics Association & Finance Online Publishing, Zurich
365 Pages, 310 Figures

Zurich, Feb 2014, 6/7 - Training: Getting Deeper Insights into the Power of R

R Training Course Announcement
Part II: Getting Deeper Insights into the Power of R

Zurich, Oct 2013, 8/15 - R Crash Course at ETH

Tobias Setz and Diethelm Würtz offer an R Crash Course for Students from ETH and University Zurich. The Course takes place 8/15 October 2013 at ETH Hönggerberg, HCI F8.

8. October 2013:

New eBook: Topics in Empirical Finance

We are proud to announce a new eBook entitled Topics in Empirical Finance with R and Rmetrics written by Prof. Patrick Hénaff.

Zurich, Nov 2013, 28/29 - Training: Getting Acquainted with the Essentials of R

Rmetrics, the leading consultancy house for R-in-Finance offers you an "Elementary R Programming" course.

Vienna, Oct 2013 - inHouse Training Raiffeisen Intl.

Rmetrics, the leading consultancy house for R-in-Finance offers a training in October "Advanced Programming With R for Financial Institutions".

Thesis, July 2013 - Factor Analysis

Venetia Christodoulopoulou has written her Master Thesis about "Morphological Factor Analysis" using the R/Rmetrics Software Environment.

Zurich, July 2013 - Stability Analytics

Rmetrics Association has developed  "Rmetrics Stability Analytics" to analyse financial markets and to evaluate and compare multi-assets portfolio investments in view of their power to protect

Mumbai, Mar 2013 - Portfolio Tutorial

Diethelm Würtz presents a Tutorial about "Mean Variance Portfolio Optimization with R/Rmetrics".

17 March 2013, Narsee Monjee Institute of Management Studies (NIMS), Mumbai.

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:


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

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".