[R] currency or stock trading strategy

Diethelm Wuertz wuertz at itp.phys.ethz.ch
Wed Sep 20 08:45:10 CEST 2006


Darren Weber wrote:

>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?  
>
Rmetrics and tseries

>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 
>
yahoo internet
Bloomberg with R interface
exchanges delayed on internet or by direct subscription or through Bloomberg


Diethelm Wuertz

>and
>options.  Any ideas?
>
>Best, Darren
>
>
>On 9/18/06, Patrick Burns <pburns at 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 at 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 at stat.math.ethz.ch mailing list
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>>>PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
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>>>
>>>
>>>
>>>
>>>      
>>>
>
>______________________________________________
>R-help at 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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