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Joshua Ulrich
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Programmer/analyst for algorithmic market maker. R package author, ice hockey player, lover of awesome coffee.
Programmer/analyst for algorithmic market maker. R package author, ice hockey player, lover of awesome coffee.

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I spoke yesterday at the Princeton Quant Conference (in Chicago in the fall each year, and at Princeton in the spring). Link Attached. I've posted my slides for those who want them. More details are available in various other things I've written and spoken about.

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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.

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