[R] newbie question: strategy

sys ott sysot1t at gmail.com
Sun Apr 8 16:53:37 CEST 2012

thanks for the heads up, I am checking all my providers EULAs to see
which one I can share online... I imagine that as long as it is
delayed 24 hours, there might be no issues... we will see... either
way, worst case, I lost $9 for a registration... best case... I can
share most ETF's with the community.

On Sun, Apr 8, 2012 at 3:02 AM, R. Michael Weylandt
<michael.weylandt at gmail.com> wrote:
> 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.
>> --
>> View this message in context: http://r.789695.n4.nabble.com/newbie-question-strategy-tp4538818p4540381.html
>> Sent from the R help mailing list archive at Nabble.com.
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