Re: [R] currency or stock trading strategy

From: Darren Weber <darrenleeweber_at_gmail.com>
Date: Mon 18 Sep 2006 - 18:52:42 GMT

Hi Patrick,

thanks for pointing me to your work and Rmetrics.

I have a few questions on my mind right now. Do you have methods for automatic download of price quote histories? I can use python to get XML data on FOREX price quotes from the NYRB and other sites. Together with Rpy and matplotlib, that data download could form the basis for an open source technical analysis platform. I still need some way to get open source price quote histories for stocks and options. Any ideas?

Best, Darren

On 9/18/06, Patrick Burns <pburns@pburns.seanet.com> wrote:
> The Finance page of the Burns Statistics website tells
> you how to sign up to R-sig-finance.
>
> You want to investigate Rmetrics.
>
> You can see an example of backtesting in R from the
> 'evalstrat' package that is in the Public Domain area of
> the Burns Statistics website.
>
> Patrick Burns
> patrick@burns-stat.com
> +44 (0)20 8525 0696
> http://www.burns-stat.com
> (home of S Poetry and "A Guide for the Unwilling S User")
>
> Darren Weber wrote:
>
> >Hi,
> >
> >are there any good charting and analysis tools for use with
> >currencies, stocks, etc. in R? I have some tools to download currency
> >data from the NYFRB using python and XML. Can we get and parse an XML
> >download using R? Can we have interaction in R plots? Does anyone
> >use R for back-testing trading strategies? Are there any forums for
> >discussion of using R for this specific purpose (apart from this
> >general list)? Is anyone aware of any general open-source
> >developments for these purposes (I don't see any from GNU or google
> >searches)?
> >
> >Take care, Darren
> >
> >______________________________________________
> >R-help@stat.math.ethz.ch 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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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. Received on Tue Sep 19 04:58:41 2006

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