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Soumya Kalra - Becoming a better finance practitioner

Becoming a better finance practitioner By Soumya Kalra Abstract: There are a number of different ways academic work can be applied in the field of finance. In this talk we will explore how to understand and replicate results from academia in finance. I will provide the techniques that have worked well for me and provide some working examples. Because we will be using R we will also explore tools that allow us model flexibility and reproducibility. Bio: Soumya Kalra is currently a quantitative analyst within the Market Risk Group for Supervision at the New York Federal Reserve Bank. Previously she worked as a researcher at the Office of Financial Research at the Department of Treasury covering commodities and private funds from a financial stability perspective. She is very passionate about using R in the statistical and data visualization work she performs in her current role. Her vision for R-Ladies New York is to create gender diverse and open forum where we can educate and contribute to the development of R as a community. She holds a Masters in Mathematical Finance and a Bachelor’s degree in Economics from Rutgers University. Twitter: @SK_convergence Presented at the 2019 New York R Conference (May 11th, 2019)

May 10, 2019