Main points:
- Risk management is hard
- Risk management is hard (partly) because markets are not stable
- Presentation graphics should be both beautiful and informative
- Test suites are effective for creating quality code
- I lie a lot
Presented 2014 September 16 at the EARL Conference in London.
Kommentarer inaktiverade för Effective risk management with R
jun 25, 26
The function in question is scriptSearch. I’m not much for superlatives — ”most” and ”best” imply one dimension, but we live in a multi-dimensional world. I’m making an exception. The [...]
jun 25, 26
I recently gave a talk at the R in Finance conference in which I introduced the marketAgent package for R. Here is the source for the package if you'd like [...]
jun 25, 26
Executive summary Surprisingly good. And it’s not like my expectations were especially low. Structure There are 20 chapters. I mostly like the chapters and their order. Hadley breaks the 20 chapters [...]