R related rescources

What's is R?

• A short definition | FAQ
• Article #1 : Comparison of data analysis packages: R, Matlab, SciPy, Excel, SAS, SPSS, Stata (2009)
• Article #2: Python vs. R vs. SAS – which tool should I learn for Data Science? (2017)
• Article #3: R vs SAS (Comparison and Opinion) (2011)
• Article #4: Analysis Tools Comparison: R Language, Matlab, esProc, SAS, SPSS, Excel, and SQL (2012)
• Article #5: Top Languages for analytics,data mining,data science (2013)
• Article #6: On the growth of R and Python for data science (2013)
• Article #7: LinkedIn Advanced Business Analytics – SAS Vs. R
• Discussion: SAS vs R discussion

Download and Install R

• Go to r-project.org =>Click Download under CRAN =>[Choose a mirror location nearby] =>[find your software]=>Click "base" to download
• YouTube: Windows (6m39s) | Mac (13m21s)

My book, papers, courses, code, and data

• Book: Financial Modeling using R, 2018 Amazon | book cover | errata
• Papers: Teaching programming skills to finance students: how to design and teach a great course | CRSP for Teaching | A Trend in Business Education | A New Paradigm for the MSF Programs
• Courses: Business Analystics using R (undergraduate)| Financial Analysis with R (graduate)
• Code/data: Old 336 programs | A list of R data sets

Manuals,reference cards, documents, journals

• Manuals: An Introduction to R (12/12/2019) | R Language Definition (12/12/2019)
• Reference cards: Baron | time series| Quandel or here
• Sort docs: reference card by Tom Short
• Long docs: R Archives
• R Journal

R basics

• >q() (quit R) | quit 2 | quit 3
• comment lines | Quick- R
• Windows FAQ? | How to make a QR code?

R user conferences

• 2019 | 2018 | 2017 | 2016 | 2015 | 2014 (abstracts) | 2013 | 2012| 2011
• 2010 | 2009 | 2008 | 2007 | 2006 | 2004
links

R packages

• Click here, click 'package', then choose.

Manuals for 2 dozen finance related R packages

• Data: fImport | quantmod | XML | XBRL | MFDA | fExtremes
• Portfolio: portfolio | PortRisk | Markowitz R | porfolioSim | | FRAPO(Fin Risk Modelling/Portfolio Optimization)
• Modeling: quantmod | m4fe (Models for Financial Economics) | fMultivar | AppliedPredictiveModeling | fAssets | SMFI5 | moments
• Trading: fTrading| backtest
• Options: RQuantLib | fOptions | OptHedging | fAsianOptions | fExoticOptions | AmericanCallOpt | LSMonteCarlo (American options) | opefimor
• Term: termstrc | YieldCurve
• High frequency: TAQMNGR | PIN (Probability of informed trading) | FinAsym
• Others: financial | timeSeries | FinancialInstrument

200 R packages for finance

• All finance packages | 3 lines to install all | results

Simulations

• Random price movement