Crucial and many helpful R packages and research papers for finance and HFT with quant model, algo, and strategy example
Crucial and many helpful R packages and research papers for finance and HFT with quant model, algo, and strategy example Note none of these have NOT been verified or validated yet but don’t mind me, I feel like a kid in a candy factory with these! With Interactive Brokers and R: http://blog.fosstrading.com/2010/05/introducing-ibrokers-and-jeff-ryan.html http://cran.r-project.org/web/packages/IBrokers/vignettes/RealTime.pdf Implied volatility: […]
The mother load of R packages for financial trading, quant, and potential high frequency trading (HFT) needs
The mother load of R packages for financial trading, quant, and potential high frequency trading (HFT) needs So there seems to be this endless supply of what look to be a decent list of R finance packages. Some of these include quant based ones. This is my first day researching so I cannot vouch for […]
Advantages of R in high frequency trading with Redis NOSQL, doRedis, dot NET C# HFT on Linux and Windows
Advantages of R in high frequency trading with Redis NOSQL, doRedis, dot NET C# HFT on Linux and Windows I talk about the advantages of this stack for an High Frequency Trading environment. This of couse includes the advantages of R over something like Matlab. [youtube_sc url=”9QsWeqwyxa0″ playlist=”HFT with Redis NOSQL, R doRedis dot NET […]
Very Nice! My C# program calls R Code through the R.NET package. Dancing in the streets!
Very Nice! My C# program calls R Code through the R.NET package. Dancing in the streets! Whoa! I finally got this working with R.NET. I can get my C# appliction call directly R code which is very nice. There is a nasty bug on the search path of R so note at the beginning of […]
How to get R connect to NOSQL scalable database Redis with doRedis R package for parallelization
How to get R connect to NOSQL scalable database Redis with doRedis R package for parallelization I managed to accomplish R connecting to a NOSQL database namely Redis. I wish I could get Cassandra going but no luck. I have a video on how I got it going. Do note the links below that helped […]
Rhadoop with R and Hadoop sort of works
Rhadoop with R and Hadoop sort of works Finally RHadoop running with R and Hadoop with rmr Map and Reduce bridged thanks to this tutorial These links made it happens to someone who commented on my last post on what started this whole journey. Thanks to them. <a href=”https://github.com/jeffreybreen/tutorial-201203-big-data”>https://github.com/jeffreybreen/tutorial-201203-big-data</a> <a href=”https://github.com/jeffreybreen/tutorial-201203-big-data/blob/master/README”>https://github.com/jeffreybreen/tutorial-201203-big-data/blob/master/README</a> http://jeffreybreen.wordpress.com/2012/03/10/big-data-step-by-step-slides/ [youtube_sc url=”http://www.youtube.com/watch?v=uCgrUU02__Q” title=”r%20rhadoop%20hadoop”]
Cassandra looks like best NOSQL but too bad the connection through R is scant
No to MYSQL: How to use Cassandra with R and RCasandra versus Hadoop and HBase MYSQL looked good but can get pricey. Cassandra is true free open source and Twitter uses it! http://blog.milford.io/2010/06/installing-apache-cassandra-on-centos/ HBase vs Cassandra: why we moved No to MYSQL: How to use Cassandra with R and RCasandra versus Hadoop and HBase MYSQL looked […]
Yes you can develop with R on something like an Apple Ipad Iphone or Android
I show why RStudio enables you to develop R on a remote web server. [youtube_sc url=fVUPWZMRIBw width=430]