Wed 28 May 2008
The latest issue of R News (pdf) features an article on trade costs by Arjun Ravi Narayan ‘10, Aaron Schwartz ‘09 and 4 other authors. Arjun and Aaron worked for me last summer and much of their time (especially Aaron’s) was spent on coding the tradeCosts package and on writing this article. Congratulations on their first published peer-reviewed article!
Quantitative Ephs in finance may also be interested in my work on Matching Portfolios.
Many other Ephs have published papers/books recently. Tell us about them in the comments. As an example, ace WSO hacker Topher Cyll ‘04 has a book entitled Practical Ruby Projects: Ideas for the Eclectic Programmer. But surely there are others . . .
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