Month: June 2012

What kind of profitable financial forecasting models and algorithms do R professional users focus on?

What kind of profitable financial forecasting models and algorithms do R professional users  focus on? I am on the hunt for various modeling types which I have comes across. I can list a bunch but I am sure there a pile I would be missing as well. The ones I have under my radar right …

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Which are my fave GARCH R packages for financial forecasting and future a trading models for lucractive strategy

Let me do a brief but hopeful review for those considering which R package to go with for GARCH financial forecasting Yes it is popular but I have been advised not to rely on it too much. That being said, I cannot disagree with more advanced users of this math forecasting method. After going through …

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The HUGE edge of Matlab over R is the Matlab Coder Toolbox. Converting R script code to C++/C?

The HUGE edge of Matlab over R is the Matlab Coder Toolbox. Converting R script code to C++/C? I was reading the various links from the fantastic Stack Overlflow: http://stackoverflow.com/questions/9154383/converting-loop-from-r-to-c-using-rcpp http://stackoverflow.com/questions/10089754/converting-models-in-matlab-r-to-c-java It seems the RCPP R package always come up in name. It is that or a derivative like RCPPArmadillo. I have played with RCpp …

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Announcement of new R and Matlab Meetup User group for those in Finance and Financial Services!

Announcement of new R and Matlab Meetup User group for those in Finance and Financial Services! I have started a new R User Groups for those in the financial services field. This of course includes those from banking, hedge fund, bulge brackets, brokers, prop shops, indie traders, etc.  As I do like Matlab as well, …

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Which RDMS or NOSQL database do you use for R? MySQL, Cassandra, HBase, MongoDB, Oracle, PostgreSQL, CouchDB, SQLite?

Which RDMS or NOSQL database do you use for R? MySQL, Cassandra,  HBase, MongoDB, Oracle, PostgreSQL, CouchDB, SQLite? This R survey is kind of important. It will show a few things: Which R most users use regardless if they are commercial vs open source vs NOSQL . This will help us figure out which database …

Which RDMS or NOSQL database do you use for R? MySQL, Cassandra, HBase, MongoDB, Oracle, PostgreSQL, CouchDB, SQLite? Read More »

My video demo and introductory checklist on how to debug with R and Eclipse IDE

My video demo and introductory checklist on how to debug with R and Eclipse IDE Install instructions to debug R with R Install correct Eclipse version plugin from and follow instructions: http://www.walware.de/ Also, ensure to install RJ R package dependency as well at. Ie. Use in R: install.packages(c(“rj”, “rj.gd”), repos=”http://download.walware.de/rj-1.1″) Note during the Eclipse Stat …

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Quality R packages that potential financial researchers and quant traders who model or build a strategy and algorithm

Quality R newbie packages that potential financial researchers and quant traders who model or build a strategy and algorithm As a newbie to R, I thought it would be worthy to note a few quality R packages that seem to have more advanced some functionality that Matlab does not even give you. Here is my …

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Old High Frequency Tick Data R Package exists with spreads, trade direction, statistics, volatility for forex and equity

Old High Frequency Tick Data R Package exists with spreads, trade direction, statistics, volatility for forex and equity This high frequency R package looks fantastic. It includes a lot of analysis on high frequency data where the number of observations could easily be 100K or way more. It contains so many juicy benefits including: 1.   …

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Video of R, RCPP, RInside makes use of C++ so much easier than Matlab Builder NE for high frequency trading aka HFT potential

Video of R, RCPP, RInside makes use of C++ so much easier than Matlab Builder NE for high frequency trading aka HFT potential So I am going from trying out an open source C# application trading platform to an open source C++ ‘platform’ using Interactive Brokers. I also switched from Matlab to R. Lastly; I …

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