Links
Some useful sites in the following categories:
Finance
Hedge Funds
R -- general
R -- documentation and orientation
R -- vis-a-vis other languages
R -- related software
R -- training courses
Software
Statistics
Technical Papers
Other Topics
Finance
Agent-Based Computational Economics
CMRA links
A page of links related to finance.
Econometric Links
A page of links for software, data, conferences, journals and people
associated with econometrics.
The European Investment Review
Contains working papers and other material on and for the finance
community.
FinanceWise
A site produced by Risk Waters (publishers of Risk Magazine,
etc.) that includes a web search engine restricted to financial sites.
Financial Conferences
An extensive list of upcoming financial conferences.
Forecasting Financial Markets
A conference that combines practicality with academics in the realm
of financial trading.
Actually the site is for the organization that sponsors the conference.
Gloriamundi
Contains resources concerning value at risk and closely
related subjects.
In particular, it has a
comprehensive bibliography of papers on value at risk.
Investment Performance
An independent forum on investment performance.
London Quant Group
A group with the purpose of presenting practical quantitative investment ideas.
MathFinance
A site with a variety of resources and links, including a catalogue
of formulas for options.
MoneyScience
A quite diverse site.
PRMIA
The Professional Risk Managers' International Association.
The PRMIA Mission is to provide a free and open forum for the promotion
of sound risk management standards and practices globally.
RFE: Resources for Economists
The title is quite descriptive.
Thalesians
"The Thalesians are a group of dedicated professionals with an interest
in finance, economics, mathematics, computer science, and synergetics,
not necessarily in that order."
The group periodically sponsors talks in London.
Wilmott
Includes a popular forum on quantitative finance topics (mainly derivatives).
Hedge Funds
Albourne Village
A slightly whimsical place for serious investors, hedge funds and their
suppliers.
Hedge World
The name pretty much says it -- supplies news and other
information on or for hedge funds.
R -- general
The R Project
The home page for the R language from which you can:
• Download the code via CRAN.
• Download documentation, both official and contributed.
• Sign up to one or more of the R mailing lists.
• Peruse the Task Views on CRAN.
• Donate to the R Foundation.
There are a number of local R user groups.
These can be found via:
http://wiki.r-project.org/rwiki/doku.php?id=rugs:r_user_groups
or
http://blog.revolution-computing.com/local-r-groups.html
There are some news channels for R:
Planet R
R bloggers
R -- documentation and orientation
The Burns Statistics site has a number of documents pertaining to R, mostly on the
Tutorials page.
Resources to help you learn and use R
Quick-R
Programming R
R for Economists
A page created by Ajay Shah as a resource for economists using or considering
R.
PowerPoint presentation of the Harry Potter lecture
The
R Graph Gallery
allows you to explore an amazing range of graphs and to see how they were
created.
R Tips
R pour les sociologues (in French)
Statistics with R
A (Not So) Short Introduction to S4 Object Oriented Programming in R
R -- vis-a-vis other languages
C or C++
No specialized documentation is really necessary.
The syntax is very similar.
Indexing starts from 1, not 0.
R takes care of a lot of details, so it is faster to get
from idea to running code.
Even so, the following might be useful:
http://www.johndcook.com/R_language_for_programmers.html
This could also be useful if you are familiar with something like Java
or Python rather than C.
Excel and other spreadsheets
A large number of spreadsheet users would experience very significant
productivity gains by switching to R.
Spreadsheet Addiction
argues why spreadsheets are inherently dangerous.
Charts & Graphs
is a blog about doing charts in R rather than Excel.
Another site about Excel and R graphics is
http://www.processtrends.com/
This includes a video aimed at Excel users showing how to make
a graph in R.
Ideally there should be a lot more specific help in making the switch from
spreadsheet to R.
Please inform Burns Statistics if you know of any.
Here is a call to create such documentation:
3.5 Reasons to Switch from Excel to R.
A halfway measure is to use R and Excel together.
One of the possibilities for this is
R (D)COM.
But note that having one foot on shore and one foot on the boat is seldom
the easiest position.
A book taking this approach is
R Through Excel
by Richard Heiberger and Erich Neuwirth.
Matlab or Octave
Matlab and Octave are similar in spirit to R.
However, there are significant differences.
Matlab/R Reference by David Hiebeler
R for Matlab Users
R for Octave Users
ROctave
is an interface between R and Octave.
Python
Learning R via Python
S+
A lot of code will run in both R and S+.
The
R FAQ
explains the differences between the two languages.
SAS
R for SAS and SPSS Users
The site gives free access to the initial version as
well as discussing the book.
SAS to R to SAS
SPSS
R for SAS and SPSS Users
The site gives free access to the initial version as well as discussing the book.
Stata
R for Stata Users
A book to appear March 2010.
R -- related software
Supported versions of R
Rstat from Random Technologies
is a commercially supported version of R.
This is useful for enterprises that only allow the use of supported software.
R-PLUS
is a supported version of R with a GUI.
It is produced by XL Solutions.
REvolution Computing
has a supported version of R called REvolution R.
Complementary software
Rmetrics
Rmetrics is a project for creating financial software in R.
Bioconductor
provides open source software for bioinformatics.
Inference for R
R -- training courses
Burns Statistics occassionally runs R training courses.
You can check at
Burns Statistics training.
XL Solutions
runs a series of regularly scheduled training courses on R in several US cities.
Mango Solutions is UK-based but runs classes elsewhere as well.
R.4.All (United Kingdom)
REvolution Computing
Quantide (Italy)
http://statcourse.com/
G & K Analytics Institute (India)
Software
StatLib
Repository containing numerous things statistical.
It includes an archive of contributed S functions,
old S-news, and a pointer to the R Project.
BobsGuide
An extensive guide to software and technology for finance and related areas.
Quantlib
A free, open-source library for quantitative finance.
Netlib
Contains a large amount of numerical software and related items.
In particular LAPACK for matrix computations is found here.
The main netlib servers are:
• www.netlib.org, Tennessee, USA
• netlib.bell-labs.com, New Jersey, USA
• Bergen, Norway
Statistics
Statsci.org
A site that has suggestions for other sources of software as well as
those above.
Whatever you are looking for on the web that regards statistics,
you are likely to find it directly or indirectly via this site.
Statistics on the Web
Another site providing statistical resources.
Bad Science
This is a book that the author seems senselessly to think is about health.
Don't be fooled, it is really about statistics.
There is a website
http://www.badscience.net/
with links about the book and much more.
Technical Papers
Citeseer.IST
Contains a massive number of technical papers on all
sorts of subjects -- certainly statistics and economics are well represented.
Good enough to be a serious time sink.
You can perform searches in the box below.
Finance Research
Downloadable research papers in finance.
Social Science Research
Network (SSRN)
A site that contains abstracts and papers from economics, finance,
and other social sciences.
IDEAS
A repository of economics papers.
Other Topics
Climateprediction.net
A climate modeling project in which individuals can help by lending
spare computer cycles for the computation.
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