How to develop an R model, algo, or strategy for HFT? More advanced,simpler, freer than Matlab. Surprised? I am
I have started researching which R packages (like Matlab toolboxes) are adequate for model, algo, and strategy development. Surprisingly, there are some good ones despite the ones I have found that were duds. Nonetheless, you will find I am quickly finding R source code samples that mimics the metrics and models I talk about in my Algo Course introduced a few weeks ago. Consider this Phase 2 of the course. I choose R because it is open source and is a zero dollar investment for you as opposed to thousands with Matlab. Also, my R development and tools appear to be even better than my Matlab environment. I can also develop remotely even on my Ipad.
So what happens now? I am also building a new infrastructure which will populate a large Redis (NOSQL database) cluster for further market data analysis. I already detailed this on my Youtube channel at Youtube.com/quantlabs. As I work on my models, it appears that I will quickly be implementing a paper trading mode phase. I am also hooked up with my favorite LMAX and IQFeed for data. Let’s see where this goes. Get access to the Premium Member section now:
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PS. Check out my new R blog at quantlabs.net/r-blog for more of my progress in R.
NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!