New .NET 4.5 latency modes for garbage collection to reduce performance and best charting package .NET
New .NET 4.5 latency modes for garbage collection to reduce performance and best charting package .NET From the best trading and developer I know
Q&A Order book R package for ultimate historical backtesting simulation?
Q&A Order book R package for ultimate historical backtesting simulation? This was from an R blog visitor Hi! Im trying to get access to the R package “orderbook” (which is not on CRAN), any idea how to get hold on this? This is an old but look really good. I would refer to […]
Here is an R package to interface R and IQFeed together for market data and tick feed
Here is an R package to interface R and IQFeed together for market data and tick feed https://github.com/bwlewis/iqfeed I will try this out with a potential review. NOTE: This appears it does not run. There is an Python version ut I gave up as I don’t know it https://github.com/sobotklp/pyqfeed/blob/master/setup.py daily <- HDX(“XOM”,days=3) Warning message: In […]
Will Microsoft OpenTech put Redis into #1 status for in memory NOSQL database? For Linux, Window, and Mac OS X?
Wow! I almost crapped my pants when I read these links: http://www.zdnet.com/blog/microsoft/microsoft-makes-improvements-to-redis-on-windows-in-memory-database/12563 http://stackoverflow.com/questions/6476945/how-do-i-run-redis-on-windows https://github.com/rgl/redis/downloads <–best download http://blogs.msdn.com/b/interoperability/archive/2012/04/26/here-s-to-the-first-release-from-ms-open-tech-redis-on-windows.aspx https://github.com/MSOpenTech/Redis The amazing thing is Microsoft Azure is now the #1 division within Microsoft thanks to their new adoption of the open source languages like Python, Java, Ruby, PHP, etc. Now they want to move into NOSQL databases […]
Open R package query? Is Open Gamma a FREE R package for Risk Management and Front Office applications?
Open R package query? Is Open Gamma a FREE R package for Risk Management and Front Office applications? Is Open Gamma a FREE R package for Risk Management and Front Office applications? Is this it? http://developers.opengamma.com/downloads/platform-1.0.0On 2012-07-23 04:32, Ratanlal Mahanta wrote: Hi Bryan, Hope you are doing Well. I have a query How to install […]
Anyone know R, RStudio, RBG package, or RBloomberg package to help out
Anyone know R, RStudio, RBG package, or RBloomberg package to help out Get in touch me if you can help this guys out. I live in NYC area. I recently got interested in trying out R for some of quant-financial projects. I have used Matlab before. I don’t think I can make it to […]
Here is a Youtube video on how to use R to access MYSQL through RMySQL R package
Here is a Youtube video on how to use R to access MYSQL through RMySQL R package This might be one of those extra unneeded videos you can find on Youtube but surprise, there were none. After running my survey of which database (commercial, open source RDMS or NOSQL) R users run, it struck me […]
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. […]
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
Youtube video on using RCaller R package to call R from within Java application
Youtube video on using RCaller R package to call R from within Java application This seems to work o from within a Linux virtual machine: http://www.mhsatman.com/rcaller.php http://stdioe.blogspot.ca/2011/07/rcaller-20-calling-r-from-java.html Ensure to use RCaller 2..7 JAR for the above example to work. http://stdioe.blogspot.ca/2011/07/rcaller-20-calling-r-from-java.html [youtube_sc url=”http://www.youtube.com/watch?v=fHt0cq-6BvM” playlist=”r java”]