Triangle- March 2019 Applying Data Science to Investment Management with the R Programming Language
R is one of the fastest growing open-source statistical programming languages in the financial world. In this presentation, we will create a real (but simple) portfolio analysis in order to explore R's data import, wrangling, visualization and modeling tools. The goal is to introduce the general framework and flexibility of the R ecosystem. It is not necessary to have any experience with R or programming but attendees should have the desire to spend 1.5 hours digging into data and some code.
Jonathan Regenstein, Director of Financial Services Data Science leads the financial services practice at RStudio and works with data science teams at a variety of financial institutions. He studied International Relations as an undergraduate at Harvard, worked in finance at JP Morgan and then did graduate work in Political Economy at Emory University before joining RStudio. He is the author of the forthcoming book Reproducible Finance with R (to be published by CRC Press in early 2018). His code and Shiny apps can be found at reproduciblefinance.com