There is a difference between an R user and an R programmer. The former is usually concerned with writing R scripts, using existing R libraries, in order to do data wrangling / model development / back testing or creating an reproducible research document. R programmer on the other hand is usually interested in creating a package / reusable code that can be used by others in his company / by R community.

[youtube https://www.youtube.com/watch?v=CkkQkMlaZpc?rel=0]

Introduction: windows on the world Michael Lewis starts off by saying that the mental picture of stock market that most people away from Wall Street carry has changed dramatically over the last decade. He claims that his intent of writing this book is to draw a picture that is the new reality of U.S markets. Hidden in plain sight Only Michael Lewis can take a “laying a fiber optic cable” story and make it in to a page turner.

[youtube https://www.youtube.com/watch?v=z2qWcDmZAyQ?rel=0]

Joel Hasbrouck (NYU) has written a concise teaching note that serves as a primer to securities markets trading protocols. The document is ~100 pages and gives a 10,000 ft. view of rules for U.S securities markets. Here are some points from the teaching note: Informed trading works like a tax on uninformed traders A sequential trade model to hypothesize the behavior of informed, uninformed and passive traders