R is For Finance? Most Definitely – Part One
A Conversation with Jeff Ryan on the Origins of Chicago’s R/Finance Conference, and the Challenge of AI.
View ArticleR is For Finance? Most Definitely – Part Two
In finance, though, Ryan believes that AI-driven quant and systematic trading face a difficult underlying challenge: trying to remove biases.
View ArticleOctober 2024 Highlights from the IBKR Quant Blog
Are you interested in recent updates on Quant and Algo Trading? Make sure to check out the following articles.
View ArticleTime-Series of Implied Shocks Using Principal Component Analysis
Implied shocks are a valuable tool for scenario analysis and often used to assess the impact of a change in a variable on a portfolio.
View ArticleHow to Install R and RStudio
This tutorial guides you through installing R and RStudio on Windows or Mac.
View ArticleR: A Simple Replication of Cointegration Test Results
This post is a straightforward replication of the Johansen cointegration test results from Johansen and Juselius (1990) using R urca package.
View ArticleAlgorithmic Trading: What it is, How to Start, Strategies, and More – Part II
Develop skills in statistics, time-series analysis, and using tools like Python, Matlab and R. Focus on problem-solving and data analysis.
View ArticleCoding Order Functions with the IBrokers Package
This tutorial introduces you to essential order functions such as reqIds, twsOrder, placeOrder and cancelOrder.
View ArticleThe Value of an Option at Expiration
One thing that is known and always unchanging, however, is the value of a given option contract at expiry. This is the most fundamental thing about an option.
View ArticleA General Approach for Exploiting Statistical Arbitrage Alphas
Statistical arbitrage is a well-understood concept: find pairs or baskets of assets you expect to move together, wait for them to diverge, and bet on them converging again.
View ArticleLong Options Payoff Profiles
In this article, we explore the payoff to holding long options positions.
View ArticleR Code Snippet: Transform from Long Format to Wide Format
This post introduces a simple R code snippet for transforming the long format data to the wide format.
View ArticleMarch 2025 Highlights from the IBKR Quant Blog
Discover these valuable resources on quant and Algo Trading!
View ArticleKris Boudt Part One: Quant Innovator, Professor, Entrepreneur
Kris Boudt, Professor, quant analyst, co-founder of Sentometrics, and devoted participant in Chicago’s annual Open Source Quantitative Finance Conference (formerly R/Finance), lights up when he speaks...
View ArticleKris Boudt Part Two: The R/Finance Conference
That's what the R Finance conference is all about — forming and engaging with a community.
View ArticleFunctions Applied to Vectors in Quantitative Analysis in R: Performing...
The usage of functions in R is a solid tool to build quantitative analysis and payment traceability of a wide variety of financial databases.
View ArticleKris Boudt Part Three: Sentometrics, A Match Made in Belgium
In 2012, quantitative research and development innovator Kris Boudt became a guest professor at the University of Illinois in Chicago, working with colleagues on portfolio applications with...
View Articleyfscreen: Yahoo Finance Screener in R and Python
The core functionality of the yfscreen package abstracts the complexities of interacting with Yahoo Finance APIs, such as session management, crumb and cookie handling, query construction, pagination,...
View ArticleMay 2025 Highlights from the IBKR Quant Blog
Recent articles include interviews with quantitative analysts, as well as discussions on general topics and tutorials related to R, Python and Excel programming.
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