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- Don't miss!
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.
The Rmetrics Association helds a 3-Day in-House course in Malaysia, March 29-31, 2011, prepared for an investment bank in Kuala Lumpur.
Rmetrics offers his eBooks "Basic R for Finance", "Chronological Objects", "Financial Market Data", and 'Portfolio Optimization" in a Bundle.
The Rmetrics Association announces a one day R course, March 24, and a two day Advanced Portfolio course, March 25/26, 2011, in Mumbay.
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.
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".
We are proud to annnounce a new eBook about "Exponential Brownian Motion and Pricing Asian Options" with R/Rmetrics.
Rmetrics offers a high quality training course in the R programming language, based on their "Basic R for Finance" eBook.
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.
"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.
Diethelm Würtz was invited at the 2010 useR! Gaithersburg Conference to give a presentation.
The Basel R user group has organized on July 29, 2010, a meeting with presentations based on R/Rmetrics.
We have added lots of new chapters to the 'Basic R for Finance' book.
All presentation from the Rmetrics Singapore workshop in February 2010 have been published.
We are proud to annnounce a new eBook about Indian financial market date.
You can now follow the Rmetrics project for all the latest news on packages, books, events, etc: http://twitter.com/rmetrics
"Solving Factor Models in fPortfolio" was the topic in Diethelm Würtz' last econophysics lecture at ETH Zurich (May 2010). Since this may be of general interest we will give in the following some hints how to do it.
"Rmetrics2AMPL" is a project under development to make professional solvers available for portfolio design and optimization with R/Rmetrics. Rmetrics2AMPL provides functions and tools to create and extend a library of model, data, and run files for the AMPL environment, a comprehensive and powerful algebraic modeling language for linear and nonlinear optimization problems, in discrete or continuous variables.
We have uploaded a short documentation which summarizes the concepts and methods behind the S4 class timeDate used in Rmetrics for financial data with time and holiday management.
"Portfolio Risk Surfaces" is an initiative to explore the feasible set of a portfolio and to make risk and related measures visible across the feasible set. The resulting graphs can be considered as surfaces showing the diversification or concentration of risk for any feasible portfolio.
"Stability Watch" is a report from Rmetrics offering views on the stability of historical economic indicators and financial time series. The report helps everybody to watch non-stationarities, instabilities and stressed scenarios in historical time series.
We have added to the Rmetrics fBasics package functions for the generalized lambda distribution with infinite support as an alternative distribution for modeling financial return series with power law tails.
We are proud to announce a new eBook entitled Financial Market Data for R/Rmetrics. The book introduces how to download and manage economic and financial market data from the Internet.
The Rmetrics package fImport has now a function "read.lynx()" which simplifies the download of economic and financial market data from the Internet and the conversion of the data records into time series objects.