I recently released the new lambda.r package on CRAN for functional programming. This was my first new package in quite some …Continue reading » [Read more...]

After a four month simmer on various back burners and package conflicts, I’m pleased to announce that the successor to …Continue reading » [Read more...]

An old irony in New York is the ubiquity of the ‘gourmet deli’. It is hard to find a deli …Continue reading » [Read more...]

I’m developing a streamlined syntax for the next release of futile.paradigm. While this version is backwards compatible, it introduces a …Continue reading » [Read more...]

I’m writing a book proposal based on the lecture notes for my R for Quants workshop I conducted at the …Continue reading » [Read more...]

This is the third part in a three part series on teaching R to MFE students at CUNY Baruch. The …Continue reading » [Read more...]

This is the second part in a three part series on teaching R to MFE students at CUNY Baruch. The …Continue reading » [Read more...]

This is a continuation of the R workshop I’m teaching at the Baruch MFE program. This section discusses the programming …Continue reading » [Read more...]

I’m teaching an R workshop for the Baruch MFE program. This is the first installment of the workshop and focuses on …Continue reading » [Read more...]

Here’s a short example of calculating zero rates and discount factors from cash rates using futile.paradigm. Of note is how …Continue reading » [Read more...]

This is an exciting release of futile.matrix, which in some ways the package grows up and finds its purpose. It …Continue reading » [Read more...]

Well this certainly took a while but the latest installment of my functional dispatching library for R is finally released …Continue reading » [Read more...]

A Greek Professor of Economics has written up a thought-provoking series of articles on complexity fetishism. As part of his …Continue reading » [Read more...]

Someone emailed me recently and asked about how APT uses random matrix theory in their factor model. Another question I …Continue reading » [Read more...]

Alliterations aside, here is a preview of something I’ve been tinkering with. My goal is to be able to run …Continue reading » [Read more...]

Here’s a short example of using the futile.paradigm for calculating the DV01 of a bond. The basic idea is to …Continue reading » [Read more...]

I will be speaking at R/Finance 2011 in Chicago at the end of April regarding the futile.paradigm, my R language …Continue reading » [Read more...]

This is a short example of using duck typing in a guard statement in the futile.paradigm. We are implementing a …Continue reading » [Read more...]

The latest version of futile was released to CRAN yesterday. This release broke out the various functions into self-contained sub-packages …Continue reading » [Read more...]