Notes for R/Finance 2017 conference.
- Marcelo Perlin: GetHFData: An R package for downloading and aggregating high frequency trading data from Bovespa
- Jeffrey Mazar: The obmodeling Package
- Michael Hirsch: Revealing High-Frequency Trading Provisions of Liquidity with Visualization in R
- Seoyoung Kim: Zero-Revelation RegTech: Detecting Risk through Linguistic Analysis of Corporate Emails and News
- Szilard Pafka: No-Bullshit Data Science
- Ross Bennett: PortfolioAnalytics Tutorial
- David Smith: Detecting Fraud at 1 Million Transactions per Second
And some random ideas just for fun!
Check out the MicrosoftR engine that we built in 15 minutes after David Smith's talk