Open Source Quantitative Finance 2025 April 11 and 12, 2025 University of Illinois at Chicago
Call for Presentations The seventeenth annual Open Source Quantitative Finance (osQF, formerly R/Finance) conference for applied finance using open source programming languages and free software systems for statistical computation and graphics, will be held on Friday & Saturday, April 11th-12th, 2025 at the University of Illinois Chicago. Once again, we’ve partnered with the Chicago R User Group and PyData Chicago to kickoff the conference on the evening of Thursday, April 10th. A series of relevant talks on quantitative finance will be presented, followed by an opportunity to sample Chicago’s vibrant nightlife. The two day conference will cover topics including advanced risk tools, decentralized finance, econometrics, high-performance computing, market microstructure, portfolio management, and time series analysis. All will be discussed within the context of using open source programming languages as primary tools for financial model development, portfolio construction, risk management, and trading. >From its humble Midwest beginnings, word of the conference spread among trading desks and universities, until it became the primary meeting for academics and practitioners interested in using open source quantitative finance. Over the past seventeen years, the conference formerly known as R/Finance has included work contributed in many open source programming languages. This year, we’ve formally changed the name to reflect our commitment to the broader open source programming language community in quantitative finance. As always, we expect to welcome attendees from around the world, host presentations from prominent academics and practitioners. We look forward to another exciting lineup for 2025! We invite you to submit complete papers in pdf format for consideration. We will also consider one-page abstracts (in txt or pdf format) although more complete papers are preferred. We welcome submissions for full talks (approximately 20 min.), abbreviated "lightning talks" (approx. 6 min.), as well as (1 hr.) pre-conference tutorials. (Scheduling considerations may require requested full talks moved to lightning). Both academic and practitioner proposals related to R and other Open Source programming languages are encouraged. All slides will be made publicly available at conference time. Presenters are strongly encouraged to provide working code to accompany the slides. Ideally, data sets should be made public for the purposes of reproducibility (though we realize this may be limited due to contracts with data vendors). Preference may be given to innovative research or presenters who have released open source packages or software. Limited financial assistance for conference admission may be available to presenters. As osQF is a volunteer open source effort from which organizers do not profit, resources are derived from registrations and sponsorship alone. Requests for financial assistance must be made at the time of submission, and the presenter should clearly communicate to us why assistance is being requested. We particularly welcome requests from underrepresented minorities in Quantitative Finance/STEM, and anyone researching under economic hardship. Submissions will be reviewed and accepted on a rolling basis with a final submission deadline of January 19, 2025. Submitters will be notified via email starting January 26, 2025 of acceptance and presentation length. Additional details will be announced via the conference website http://www.RinFinance.com/ as they become available. Information on previous years' presenters and their presentations are also at the conference website. We will make a separate announcement when registration opens, in January. For the conference committee: Petra Bakosova, Kyle Balkissoon, Gib Bassett, Oleg Bondarenko, Peter Carl, Dirk Eddelbuettel, Soumya Kalra, Brian Peterson, Dale Rosenthal, Jeffrey Ryan, Justin Shea, and Joshua Ulrich. -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
