Open Source Finance – Game Changer for banks, trading firms, and hedge funds?

Dirk Eddelbuettel has about twenty years of quantitative finance experience covering high-frequency trading, quantitative asset allocation, risk management and other topics. He has been a Debian Linux developer maintaining numerous quantitative packages including R, QuantLib and GSL; is the author / coauthor of over two dozen R packages on CRAN including Rcpp, RInside, and RQuantLib; edits the CRAN Task Views on ‘Finance’ and ‘High Performance Computing’; is an editor at the Journal of Statistical Software, an elected board member of the R Foundation, a founding member of the R/Finance conference series; has served on the program committee for several use R; has given invited keynotes, talks or workshops about R, Finance and High Performance Computing in the US, Canada, Europe, and Japan; has published papers in JSS, CSDA and other journals as well as a book on Rcpp in Springer use R! series; and holds a MA and Ph.D. in Mathematical Economics from EHESS in France, and a MSc in Industrial Engineering from KIT in Germany.

We were excited to have Dirk join us at Trading Show Chicago 2016 to discuss Open Source Finance.

Download the presentation here for more information on:

  • Free Software and Open Source
  • Free Software and Four Freedoms
  • GPL versus BSD/MIT/Apache
  • Legal details
  • How Open Source has won

And more!

Get your copy here!

If you’re interested in learning more about the effect of Open Source on the trading industry , join us at Trading Show Chicago 2017 , held May 17-18 in Chicago, IL .

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