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Presentations

Quantstat/Blotter lecture notes

blotter (updated 9/2014)
blotter.R (updated 9/2014)
quantstrat (updated 9/2014)
quantstrat.R (updated 9/2014)
quantstrat-II (updated 9/2014)
quantstrat-II.R (updated 9/2014)
quantstrat-III (updated 9/2014)
quantstrat-III.R (updated 9/2014)
luxor (updated 9/2014)
luxor.R (updated 9/2014)
WFA (updated 9/2014)
WFA.R (updated 9/2014)

Quantmod lecture notes

Quantmod (updated 9/2014)
Quantmod.R (updated 9/2014)

R/Finance 2012

Time series forecasting with state space models

R/Finance 2011

R/Finance 2009

R Tools for Portfolio Optimization

Seattle R Users Group

Optimization with R