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Joshua Ulrich
Works at DV Trading
Attended University of Missouri–St. Louis
Lives in Saint Louis, MO
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Joshua Ulrich

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If you use PerformanceAnalytics, your feedback would be greatly appreciated!
 
plot.xts changes merged to PerformanceAnalytics

One of Our GSoC 2016 projects being done by +Eric Hung (Eric Hung) is converting plotting functionality from several existing packages to use the new plot.xts integrated to xts by +Ross Bennett. +Joshua Ulrich has merged the changes to the master branch of PerformanceAnalytics.

Please help us test!

The simplest way to install the latest versions is likely through devtools:

require(devtools)
install_github('joshuaulrich/xts')
install_github('braverock/PerformanceAnalytics')
sessionInfo()

sessionInfo() should then report xts_0.10-0 and
PerformanceAnalytics_1.5.0

Eric will be moving on to quantmod graphics now, with a goal of
harmonizing chart_Series and chartSeries to be the same code underneath,
and both using plot.xts, along with all the add* panel functions.
Contribute to PerformanceAnalytics development by creating an account on GitHub.
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Joshua Ulrich

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Please let me know what you would like to see (or not see) included in the course!
Subject: Data Mining Tutorial, R/Finance course series, and more! R/Finance - A new course series in the works. We are working on a whole new course series on applied finance using R. This new series will cover topics such as time series (David S. Matteson), portfolio analysis (Kris Boudt), ...
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Show me all your alphas.
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Join us on December 17 at 6pm, as Sanjay Lamsal discusses spatial data analysis using R, and the ArcGIS-R bridge project.
#rstats
We shall discuss spatial data analyses in R using point and polygon spatial objects. We will demonstrate the application of these methods to solve critical questions in crop yield data for agriculture and discuss the ArcGIS-R bridge project (ESRI) and integrated R analytics within ArcGIS. Sanjay Lamsal, Agriculture Data Scientist at ESRI, will present. We will meet for snacks, set-up, and conversation at 6:00PM. The presentation will start at 6:3...
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Joshua,

Thanks for the help with my code. Your quick fix made it work great! If there is anything I can do for you, please let me know!
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Joshua Ulrich

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Graffiti on a wall during my train ride from Chicago to St Louis. I wish I would have known it was there. I missed some very cool ones while I was getting my camera.
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A long-overdue TTR update, and quantmod gets some patches to fix recent breakages.
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Join me as Nalini Polavarapu from Monsanto talks about The Role of Big Data and Analytics in Modern Agriculture at the STL RUG meetup on May 14 at 5:30pm.

This month's meetup is part of +ITENinStLouis Big Data Extravaganza at the +Venture Café.  Hope to see you there! #rstats  
Produce more. Conserve more. Improve lives. That’s Monsanto’s vision for a better world.  Our seeds, biotechnology traits, herbicides and services help farmers improve productivity, reduce the costs of farming, and grow better foods for consumers and better feed for animals. To increase crop yields globally, data and analytics are being leveraged at every stage of the process from discovery through optimization of product performance in farmer’s ...
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Understand fully. Bummed though :(
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Joshua Ulrich

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Join us on June 21st at 6pm, as Jim Horn discusses predictive text analytics using R!

Note the new location: CIC@CET instead of the WashU building.
By: Jim Horn This presentation is about using R to extract Named Entities from unstructured text. The methodology presented will cover the steps of understanding and preparing unstructured text to extract Named Entities. The methodology will provide practitioners with a robust method that can be applied to many types of unstructured texts. The meetup will be held in the CIC building at 20 South Sarah Street, St. Louis, MO 63108. We will be in the...
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Joshua Ulrich

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You can find registration information and agenda details on the conference website. Or you can go directly to the Cvent registration page. Note that registration fees will increase by 50% at the end of early registration on May 6, 2016. The conference will take place on May 20 and 21, ...
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Joshua Ulrich

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This post is in response to Michael Harris' Price Action Lab post, where he uses some simple R code to evaluate the asymmetry of returns from the day's close to the following day's open. I'd like to respond to his 3 notes, which I've included below. The R backtest assumes fractional shares.
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This should be very nerdy...
 
Join us for stats, sports, and models on November 10, at 6pm! Adam Gold will present a model to determine teams' draft order.
#rstats  
Encouraged by fans’ desire to cheer passionately for their favorite teams every game of the season, I respectfully propose that draft order should be determined using a function of mathematical elimination. A simple example of a mathematical elimination draft order lists teams by raw wins using only games played after mathematical elimination has occurred. Using the statistical program R, I create a function to determine the exact moment a team b...
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Unfortunately, I'm going to miss this, but it looks like it will be great!
 
Join us on August 25 at 6pm as David O'Brien gives us an introduction to machine learning via the caret and h2o packages.

This month's meetup is a joint event with the Saint Louis Machine Learning & Data Science group.
#rstats
This is a combined meetup with the Machine Learning & Data Science group. This talk will cover my favorite machine learning packages in R.  I will discuss the caret package which makes implementing 192 predictive models a breeze. It provides simple and consistent syntax for data-splitting, pre-processing, feature selection, model-tuning, and variable importance for this huge list of models. This packages cuts out the drudgery of data munging and ...
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In less than two weeks (June 22nd), I'll be teaching Advanced Trading Systems Development at the University of Washington as an online course.  The syllabus is at http://braverock.com/brian/uw_course_overview.html . The course is open to non-degree seeking professionals.  Interested people should  complete the pre-registration here: http://staff.washington.edu/learner/Documents/PreReq-CFRM561.pdf  
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Have him in circles
376 people
mark black's profile photo
dina emam's profile photo
anna dorofiyenko's profile photo
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AviationAndSpace's profile photo
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Work
Occupation
Senior Quantitative Programmer & Analyst
Employment
  • DV Trading
    Senior Quantitative Programmer & Analyst, 2013 - present
  • Enterprise Bank and Trust
    Senior Portfolio Analyst and Trader, 2012 - 2013
  • Wells Fargo Home Mortgage
    Risk Management Analyst, 2010 - 2012
Places
Map of the places this user has livedMap of the places this user has livedMap of the places this user has lived
Currently
Saint Louis, MO
Story
Tagline
Programmer/analyst for algorithmic market maker. R package author, ice hockey player, lover of awesome coffee.
Introduction
I'm interested in computational finance, algorithmic trading, position sizing, and risk management.  I like building/fixing all sorts of things, and enjoy working on difficult problems that do not have an obvious solution.
Bragging rights
Greater than average number of arms, legs, ears, and eyes.
Education
  • University of Missouri–St. Louis
Basic Information
Gender
Male
Birthday
February 6
Relationship
Married
Joshua Ulrich's +1's are the things they like, agree with, or want to recommend.
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