It's not often in the spring that I'm glad to live in Chicago, but the weekend of April 16-17 was one of those times. Friend and neighbor Gib Bassett, Associate Dean at the College of Business, University of Illinois, Chicago (UIC), and Director, Center for Futures and Derivatives (ICFD), invited me to an international conference on the latest developments from the R Project for Statistical Computing for applications in applied quantitative finance. Friday was a gorgeous 80 degree day in Chicago, and while Saturday was cool, my home commute was 30 minutes from UIC. Contrast that with the many European conference presenters, some of whom are still in Chicago almost a week later, victims of the continuing volcanic ash cloud problems.
This year's conference was even better than the 2009 inaugural, the in-excess-of-200 participants consumed by more than 20 consecutive high-powered presentations over the fast-paced day and a half. And while I'm a quantitative finance welterweight at best, there was plenty to pique my interest, including the latest developments to scale R for size and performance.
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