Founded by Josh Reich and Drew Conway, the New York Open Statistical Programming Meetup started as the New York R Meetup with a handful of people in an office at Union Square Ventures. Since then it has grown to over 8,000 members and has been hosted at NYU, Columbia, AOL, iHeartRadio, eBay, Work-Bench and other locations.

Our mission is to spread knowledge of statistical programming techniques in open-source languages such as R, Python, Julia and Go, and data science in general. Another important aspect is community building and socializing. The meetups start with pizza, followed by a 45-90 minute talk, ending with a trip to the local bar.


To attend please visit the meetup page.

Presentations and Videos

Whenever possible we make presentations available at the Presentations page.

We now stream and host videos of meetups on Facebook and YouTube and older videos are scattered on a variety of services. They are also listed on the Presentations page.


Job openings and other announcements are on the meetup discussion board.

Upcoming Meetup

A Matter of Time: A Brief History of Time Series in R and Beyond

October 23, 2019 06:30:00 PM

We have more time series, this month from Jeff Ryan, the creator of the xts and quantmod packages.

Thank you to the Visiting Nurse Service of New York for hosting us at the Daily Planet (, I mean Daily News, Building

About the Talk:
Time series are everywhere, and fundamentally different than all other data. To effectively work with these series demands highly specialized tools--as dates, times, notation, calendars, time zones, and more must be carefully managed while doing even basic operations like subsetting, merging, aggregating and dealing with missingness. If not handled properly, all of your analysis could be at risk. Specialized tools for time have been part of R since the beginning, but have seen enormous changes over the last decade. In this talk we’ll explore where we started, what we have now and what might be on the horizon. I'll try to show the whole story in code and tell my unique perspective as someone who’s been lucky enough to be part of its history--and actively working on crafting its future for R, and beyond.

About Jeff:
Jeff Ryan is a practitioner in the quantitative hedge fund space and a long time contributor to R in both finance and data management. He introduced quantmod and xts in 2007, and co-founded the successful R/Finance conference, held annually since 2009. Over the years he's watched how time series went from an esoteric topic to the hottest thing in databases. He thinks this increased focus is only getting started. He's a bit opinionated, and enjoys building simple but powerful tools that can stand the test of time. Jeff is currently working on what he believes is be the next big step in time series management.

Pizza ( begins at 6:30, the talk starts at 7, then after we head to the local bar.


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