The slides to the R/Finance 2012 tutorial that I presented with Eric Zivot are now posted under presentations

I've been working with the folks at zillow.com to develop forecasts of their Zillow Home Value Indexes and I've written a short tech note on the forecasting methodology.

I will be teaching Introduction to Computational Finance and Financial Econometrics (AMATH 540) during September 2011 at UW.

This will be a 4-week immersion course in econometric modeling and data analysis using R software for applications in quantitative finance.

The course is part of the Professional M.S. Degree in Computational Finance and Risk Management.

http://www.amath.washington.edu/studies/computational-finance/academics/courses/#540

I will be teaching Foundations of Trading during the summer quarter of 2011 at UW.  This course is part of the Professional M.S. Degree in Computational Finance and Risk Management.

http://www.amath.washington.edu/studies/computational-finance/academics/courses/#551

The course uses the following two texts.

Algorithmic Trading & DMA: An introduction to direct access trading strategies


Trading Systems: A New Approach to System Optimization and Portfolio Construction