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R and Forex
7 messages · Liviu Andronic, Wolfgang Wu, Yves S. Garret +2 more
On Wed, Oct 12, 2011 at 3:29 AM, Yves S. Garret
<yoursurrogategod at gmail.com> wrote:
Hi all, ? I recently started learning about Forex and found this O'Reilly book in Barnes & Nobles about R. ?I bought it out of pure curiosity. ?I like what I see. ?However, I have a question. ?Has anyone tried to bring these two ideas together in a financial and trading sense? ?Are there any libraries or modules in R that can aid in this venture?
fortune('equity')
I have never heard anyone (knowledgable or otherwise) claim that, in the
absence of transition costs, SAS is better than R for equity modeling. If you
come across any such claim, I would be happy to refute it.
-- David Kane
R-SIG-Finance (December 2004)
You may want to address this question to r-sig-finance, and check out
the Finance Task View [1]. Regards
Liviu
[1] http://cran.at.r-project.org/web/views/Finance.html
--Yves ? ? ? ?[[alternative HTML version deleted]]
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Do you know how to read? http://www.alienetworks.com/srtest.cfm http://goodies.xfce.org/projects/applications/xfce4-dict#speed-reader Do you know how to write? http://garbl.home.comcast.net/~garbl/stylemanual/e.htm#e-mail
The quantmod package might be a good start.? http://cran.r-project.org/web/packages/quantmod/index.html Regards, ? Wolfgang Wu ----- Urspr?ngliche Message ----- Von: Yves S. Garret <yoursurrogategod at gmail.com> An: r-help at r-project.org Cc: Gesendet: 2:29 Mittwoch, 12.Oktober 2011 Betreff: [R] R and Forex Hi all, ? I recently started learning about Forex and found this O'Reilly book in Barnes & Nobles about R.? I bought it out of pure curiosity.? I like what I see.? However, I have a question.? Has anyone tried to bring these two ideas together in a financial and trading sense?? Are there any libraries or modules in R that can aid in this venture? --Yves ??? [[alternative HTML version deleted]] ______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
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"This" being what exactly? Traded in FX using R? Yes, its done everyday, even as I type.... Michael On Wed, Oct 12, 2011 at 8:10 AM, Yves S. Garret
<yoursurrogategod at gmail.com> wrote:
No, that's not what I meant. ?I was curious if anyone has ever done this before and how well it worked. ?Any tips for a novice? On Wed, Oct 12, 2011 at 12:19 AM, Liviu Andronic <landronimirc at gmail.com>wrote:
On Wed, Oct 12, 2011 at 3:29 AM, Yves S. Garret <yoursurrogategod at gmail.com> wrote:
Hi all, ? I recently started learning about Forex and found this O'Reilly book in Barnes & Nobles about R. ?I bought it out of pure curiosity. ?I like what
I
see. ?However, I have a question. ?Has anyone tried to bring these two
ideas
together in a financial and trading sense? ?Are there any libraries or modules in R that can aid in this venture?
fortune('equity')
I have never heard anyone (knowledgable or otherwise) claim that, in the absence of transition costs, SAS is better than R for equity modeling. If you come across any such claim, I would be happy to refute it. ? -- David Kane ? ? ?R-SIG-Finance (December 2004) You may want to address this question to r-sig-finance, and check out the Finance Task View [1]. Regards Liviu [1] http://cran.at.r-project.org/web/views/Finance.html
--Yves ? ? ? ?[[alternative HTML version deleted]]
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Do you know how to read? http://www.alienetworks.com/srtest.cfm http://goodies.xfce.org/projects/applications/xfce4-dict#speed-reader Do you know how to write? http://garbl.home.comcast.net/~garbl/stylemanual/e.htm#e-mail
? ? ? ?[[alternative HTML version deleted]]
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
On Oct 12, 2011, at 10:40 AM, Yves S. Garret wrote:
When can I send stuff to the mailing list without having moderator approval? Is that possible?
If you register (and you are currently registered at that address ) you can generally avoid moderation. The view available to the moderators is very limited and we cannot see anything other than your address, so I have no idea when you might have registered, but this appears to be the first thread that you started. Your first message (and any replies in that thread it seems) gets moderated and if the moderator is not sleeping and remembers to clear your moderation flag, your chances for subsequent moderation will drop substantially (after the server cycles through its administrative cycles at the end of the day ... I think). There are still exceptions and addresses from "free" domains do raise the probability of future moderation by an amount that is not under the control of the moderators. The moderators themselves still sometimes get their own postings shunted to the queue, so you should not take any of this personally. There is no completely effective "whitelist". The spam avoidance efforts do seem peculiar at times, but they are mostly effective ... and mostly unobtrusive... to most of the audience. The moderators discard all the adverts for Parisian apartments and other commercial junk mail. So we keep the ETH IT admins happy. And we get free hosting for a very useful service, so we are happy. (The moderators are not looking to expand their workload and we do not set the rules. Please do not ask us to change the rules. We don't understand all of the rules and can't change them, anyway.)
David Winsemius, MD West Hartford, CT