15 Years of R in Quantitative Finance

Use of R in the investment industry is established and growing. This talk will discuss changes seen in 15 years of practice within asset management firms.

rstudio::conf 2020

15 Years of R in Quantitative Finance

January 30, 2020

Use of R in the investment industry is established and growing. This talk will discuss changes seen in 15 years of practice within asset management firms. I hope discussion of lessons learned and recommendations will benefit those currently in finance and those interested in hearing how the flexibility of R manifests in the financial world.

About the speaker

Brandon Farr

Brandon Farr is a Partner and Senior Quantitative Analyst at Copper Rock Capital Partners. He is responsible for quantitative analysis, risk management and portfolio construction for all of the firm’s investment strategies. Prior to joining Copper Rock, Brandon worked in the investment risk departments at State Street Global Advisors and Putnam Investments. Brandon earned a Masters in Mathematical Finance from Boston University.