Meetings, meetings, meetings (finally) and R/Finance

Oh, Hello June!

I’m super pleased to announce that there is a growing R/Finance user group in Cape Town and they are joining us to co-host some user group meetings. Specifically, the next two.

Save these dates:

Update June 9 seminar location: Seminar Room 2, Falmouth Building, Health Sciences Campus, UCT
Entrance 4 or 5, I will be close by from 5 – and will put a sign on the door. Sorry, beer place was booked. We can go after. Email if you want detailed directions..

Next week! On June 9 (17h30) on UCT campus somewhere, Dirk Eddelbuettel, who is the primary developer of the Rcpp package will speak to us about Rcpp. Rcpp is the engine that lets you integrate C/C++ with R, and anyone developing or interested in developing packages for R shouldn’t miss this opportunity.

On 13 July (17h30 SAST),  please join us for a talk by Brian Peterson on “Trading Strategy Development in R using Quantstrat”.

Brian Peterson, currently Partner and Director of Quantitative Trading at leading market making firm DV Trading is also the maintainer, author and co-author of multiple R/Finance packages and functions including Performance Analytics and Quantstrat. He is a member of the program committee for the global R/Finance and UseR! Conferences and has publications in multiple journals including the Journal of Risk and the Journal of Statistical Software.”

This will be via some technology, but special thanks to Jasen Mackie (aka R/Finance) who set this up.


In August, we have Glenn Moncrieff and “Creating interactive reports with Shiny”

Abstract: Shiny is a package from Rstudio ( for building interactive web applications with R, allowing users to interact with graphs and data. We will look at the basics of building and deploying a Shiny app, and go on to look at a more advanced example where I will demo an app I am working on.  Using the leaflet package together with Shiny (, my app allows users to view and interact with maps and perform simple geographic analyses.

Please please RSVP just so I get a sense of numbers and can book appropriate venues. Look forward to getting together again.

ps. the satRdays (which is funded by R Consortium) is coming to Cape Town in 2017 (I think). I’m not involved in organisation, but will try to keep you informed – it should be a great event and opportunity.

pps: If you are interested in statistics, the Div. of Epi & Biostats at UCT has a talk on June 14 at 12:30, by Justine Nasejje on “Random survival forests as alternative methods to Cox proportional hazards in analysing survival data”


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