The eighteenth annual Open Source Quantitative Finance (osQF) conference for applied finance using open source programming languages and software systems for statistical computation, machine learning, AI, and graphics, will be held on Friday & Saturday, April 23-24, 2027 at the University of Illinois Chicago. 

Once again, we’ve partnered with the PyData Chicago to kickoff the conference on the evening of Friday, April 23rd. A series of relevant talks on quantitative finance will be presented, followed by an opportunity to sample Chicago’s vibrant nightlife.

The 1.3 day conference will cover topics including advanced risk tools, decentralized finance, econometrics, AI, 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 eighteen years, the conference formerly known as R/Finance has included work contributed in many open source programming languages. Recently, we’ve 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 2027!