useR Oslo, Investing with R

[anacost]

Most investors still invest through expensive traditional active funds although studies clearly show that cheap index funds do better over time and, modern Nobel-prize winning research shows there are fully automated strategies, or so-called factor-based strategies, that do even better.

R is today one of the best languages to do prototyping for quantitative investment analysis. Lars will give an introduction on implementing a simple quantitative investing strategy using packages such as quantmod, xts. He will talk about where to get your data, how to import it, and how to generate a report with investment advice.

Lars has a background in physics and started coding in R about two years ago. He has also been working on a startup company Norquant (www.norquant.no).

• Level: intermediate
• When: 08th May 2019
• Time: 17:30-19:30
• Location: Microsoft Norge, Lysaker Torg 45, Lysaker
• More information: https://www.meetup.com/Oslo-useR-Group/events/260172902/