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 […]
Excellent tutorial on pair trading in R on how to Estimate parameters for back test, Create trading signal,, Back-test performance
Excellent tutorial on pair trading in R on how to Estimate parameters for back test, Create trading signal,, Back-test performance This is an excellent tutorial that shows R’s pair trading capabilities with the PairTrading package. It includes benefits how to do: Estimate parameters for back test Create trading signal Back-test performance http://www.r-bloggers.com/pair-trading-strategy-how-to-use-pairtrading-package/
How to do computation finance with R for newbies
How to do computation finance with R for newbies This is a really good tutorial for R newbies. http://www.rmi.nus.edu.sg/csf/webpages/Authors/firstdraft/Nolan_draft_1.pdf Do note that three R functions are at the end of the document. This includes get.stock.data, get.stock.price, and get.portfolio.returns Give it a whirl but nothing new here for advanced users
How to use the Black-Litterman model in BLCOP R package and includes Copula Opinion Pooling
How to use the Black-Litterman model in BLCOP R package and includes Copula Opinion Pooling Get the details from here: http://cran.r-project.org/web/packages/BLCOP/vignettes/BLCOP.pdf All source code seems to work even the plots which is rare
How to use Principal component analysis for financial within R
How to use Principal component analysis for financial within R These two links will help you understand what PCA is within R http://www.r-bloggers.com/principal-component-analysis-use-extended-to-financial-economics-part-1/ http://www.r-bloggers.com/principal-component-analysis-use-extended-to-financial-economics-part-2/ For part 1 to create data, use http://www.nseindia.com/content/indices/ind_cnx500.htm, click Daily Return values and select period. Download as a CSV to be named Returns_CNX_500.csv. It appears to load fine. You will also […]
How to measure Liquidity measure Aggregation and volatility, Inferred trade direction from market data in R
How to measure Liquidity measure Aggregation and volatility, Inferred trade direction from market data in R From http://www.econ.kuleuven.be/public/n09022/RTAQ_vignette.pdf This appears to work ok but this RTAQ package is impressing me each time
How to do parallel R loops within Windows and Linux. No more expensive Matlab worker licenses
How to do parallel R loops within Windows and Linux. No more expensive Matlab worker licenses The major reasons I switched from Matlab was for exactly this. Under Matlab, the worker licenses will kill but now you can you can do this for free under R. Thanks to makers of these adequate R packages. If […]
An excellent tutorial on how to use the Pairs Trading package in R
An excellent tutorial on how to use the Pairs Trading package in R http://www.r-bloggers.com/pair-trading-strategy-how-to-use-pairtrading-package/ I can verify the above code works from end to end. The impressive thing is it is much simpler tha the Matlab version with their webinar. Here you estimate, generate the signal, and perform a backtest. It shows how easy some […]
R source code example on how to trade using a GARCH Volatility Forecast
R source code example on how to trade using a GARCH Volatility Forecast I found this link: http://www.r-bloggers.com/trading-using-garch-volatility-forecast/ I am using RStudio so I can confirm sthat the code seems to be ok but the plots fail with a message; > plotbt.custom.report.part1(regime.switching.garch, regime.switching, buy.hold) Error in plot.window(…) : Logarithmic axis must have positive limits In […]
How to call R functions from command line and from within R shell
How to call R functions from command line and from within R shell R < –vanilla mean.R R CMD BATCH mean.R If you are trying to run the file from inside the R shell, that’s wrong way. You should type > source(“mean.R”) instead