Tag Archives: package

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 of these R packages are.

 

Excellent tutorial on using urca R package for VAR, Cointegration, Statistical Tests, Non Stationary Processes, benchmarks and estimating models

Excellent tutorial on urca R package for VAR, Cointegration, Statistical Tests, Non Stationary Processes , benchmarks, estimating models
Wow! This tutorial at http://www.pfaffikus.de/download/tutorial-useR2008.pdf is quite excellent! As I look for cointegration tests like Dickey Fuller, this tutorial has it! Also, there are some demos on VAR with traditional processes. I must say I have validated some of the R code which seems to work ok! Plots work too!  Also, there are some very good definitions and algo equations given. Thus far, this is an excellent resource to see the power of R in forecasting! There seems to be no question of how data is generated as it is randomly generated.  No wonky data conversion here in these examples!

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 me accomplish this:
Discussion on various NOSQL databases including Redis:

http://stackoverflow.com/questions/4720508/redis-couchdb-or-cassandra

For installing Redis Server on CentOS Linux: (I could not get this successfully working with wget and untarring  was downloaded)

https://github.com/causes/redis-centos/blob/master/README.markdown

As said in my video, follow the downloaded packages INSTALL readme guide. You need to make to build from the source of Redis. It ain’t that bad. You also need to run a test on the settings of Redis.
For doRedis R package video demo and instructions on how to use it in within R:

http://bigcomputing.com/doredis.html

[youtube_sc url=”http://www.youtube.com/watch?v=p0PO6IAwe-w” title=”r%20redis%20nosql%20integration”]