Joshua Ulrich

I just added some benefits for my sponsors who help me mtaintain quantmod, xts, TTR, and other R packages You can find details on my GitHub sponsor page github.com/users/joshuaul… #rstats #opensource

Timeless

Purposefully obfuscated OSS isn't something to celebrate. Here's the main() function: int main(int n,char**_){ss=*++_;M[29]=m_(0,2*n0<<29,3,A?0x1042:0x4022,0,0);M_(0);W=0;IF(s,ls(s))ws(__DATE__"\n");cc[256];W(1)wc(B),c[_w(0,(U)c,256)-1]=0,*c?os(c):0;} It doesn't get better.

limit down/up are the new bid/offer

And that's a wrap for R/Finance 2024! Slides are on the conference website: rinfinance.com/archive/2024/ #rfinance #rstats

R/Finance 2024: I presented on liquid FX factors, how USD strength, carry, and gold-vs-British empire FX (GBP, CAD, AUD, NZD) factors explain some of many FX moves -- but not enough to use them as hedging instruments instead of just heading the exact currencies #rfinance #rstats

R/Finance 2024: Ilya Kipnis⚡ lightning talk⚡ on bond ETF rotation strategy, uses nonparametric form of YC slope, trying to find some edge #rfinance #rstats

R/Finance 2024: Cam Raughtigan on how volatility targeting is related to trend for equities but not other asset classes due to the leverage effect. #rfinance #rstats

Jason Foster shows how he uses his {roll} pkg and Principal Component Analysis to find implied shocks in time series. #rfinance #rstats github.com/jasonjfoster/r…

Julia Ferreia discusses running regressions on time series sampled at different frequencies #rfinance #rstats

Jeff Ryan talks about a shared, collaborative, and open source symbology alternative: quantkiosk.com #rfinance #rstats

If you are newer to #rstats, @timelyportfolio is one of the greats; he and @ramnath_vaidya laid the groundwork for basically all of the interactive viz you can do today, and inspired me to dive fully into R 10 years ago