[R] newbie question: strategy

[R. Michael Weylandt]

Just a heads up: I'm pretty sure Josh and the other QS developers have
access to intra-day data, but they can't provide an example using it
in the package because the EULAs of most data providers won't allow
direct redistribution of their data. The examples included all go
online and download data from a free source, but they don't provide it
directly because even the "free" providers like Yahoo don't allow
that. [There's a whole beer vs speech thing at play here]

If you do put truly free intraday numbers online, you'll be doing a
big service to the community, but make sure it's legal before you
start. You'll also note that the older packages in the
quant(mod|strat) universe like TTR don't use real data for their
examples: rather they use simulated data to avoid all such issues.

I imagine full quanstrat documentation will appear in time, but it's
still under (very) active development so the mailing list archive
examples are the best currently available. Once the system and the API
are finalized, then it will make sense to document them.

Hope this helps,
Michael

On Sat, Apr 7, 2012 at 10:15 PM, sysot1t <sysot1t at gmail.com> wrote:
> yes, I would have expected documented samples for something simple.. as I
> said, I am not asking for anything complex but something rather simple that
> I can use to learn from and build upon.. not a highly complex example that
> provides me with little explanation of what is going on... quanstrat is
> great, and it simplifies things, but hard to use if it is not clearly and
> extensively documented.. the demos are good, but again... one line
> describing what a block of 5-10 lines do.. that drives one to look into what
> the functions are actually doing and it can drive one nuts... just my 2
> cents given I believe you are one of the experts on qstrat...
>
> with regard to intraday... I didn't realize that most people dont have
> access to intraday sources for data... I figure if you are using R for quant
> work, then you have access to RT data... btw, I am not a quant, I am an IT
> architect who trades his own retirement account... in any event, I will
> create a website and publish csv's for any universe of instruments and
> markets... for free ... in the same spirit of opensource that R was written
> on ... I just registered quantstrat-rt.com... both minute and tick data will
> be posted.. for all to use for analysis.. with the obvious disclaimers about
> the data of course.
>
> lastly, I dont mind putting in the time and effort to learn something, as
> long as proper and adequate learning resources are available... a few hours
> ago I ordered more books about R from springer this time... all those books
> are great to learn R itself, but useless to learn all the custom modules
> that are out there... quantmod has good docs, so does timesac and
> performanceanalytics... and one can go line by line (as I have done today)
> to see what all the samples do and how they are altering the information...
> but nothing formalized for learning to leverage them, just trial and error
> (which can be frustrating)
>
> I didnt ask for anyone to do my work for me, but rather I expected anyone
> that had done something similar to share what they had done so that I could
> learn from it... simple and straight forward...
>
> anyhow, feel free to send me a pm with your email contact information and I
> will reach out ... your reply is much appreciated.
>
>
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