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Is anybody using the R or S language to fire off events back into a state engine or other decision making process?

(Last Updated On: May 12, 2011)

Is anybody using the R or S language to fire off events back into a state engine or other decision making process?

I’m considering using the R language to enrich the decision making of automated trading or hedging. Ok I can defo make it work given enough time but wanted others view related to the subject of enriching the event sources for decision making?

• I am using it with redis to do all sorts of things.. your best bet is to ask on stackoverflow or the r-finance-sig mailing list

There are many statistical packages/modules available. It is really about whether or not R offers the specific functions you need — is R the right tool for the job. There is no general consensus as to whether or not R is “for statistical arbitrage, or high frequency trading, per se

Depending on what you’re doing, performance might become an issue. Theere’s also the option of using CS-Script (http://www.csscript.net/) to allow use of C# as a scripting language

The original question was about R, okay? Let us not turn this into a C/C++ vs all other langs discussion. It is very possible that  solution is coded in C/C++ or C#/VB.NET, but whether R is suitable is the focus. Is anyone else running R as their stat library?

No, but I have considered using R packages. Many are already in C, with clean interfaces

 

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