Unless you can be more specific, for the 'pattern recognition' part I can only recommend you to take a look to the CRAN task views on Machine Learning, Clustering, Multivariate Statistics, and Finance.  For the 'real time' part, I think it is fair to say that it is hard to get anything done in pure R at high frequency trading speeds, but Jeff Ryan has some examples in the iBrokers package documentation that   show how to do a best-effort implementation in pure R.



On Nov 7, 2010, at 18:26, Deb Midya <debmidya@yahoo.com> wrote:

> Thanks for your reply.
>  
> I am looking for some algorithms to find pattern and trend in stocks in real time.
>  
> I have experience in "Modern Portfolio Optimization Using S-PLUS". I have used various analytical tools such Mean-Variance, CVaR, CDaR, MAD, Re sampling and others analytical tools.
>  
> I am interested to learn tools and techniques for High-Speed Trading.
>  
> I will have a look into sig-finance.
>  
> Once again, thank you very much for the time you have given.
>  
> Regards,
>  
> Deb
> 
> --- On Mon, 8/11/10, fjpcaballero@gmail.com <fjpcaballero@gmail.com> wrote:
> 
> From: fjpcaballero@gmail.com <fjpcaballero@gmail.com>
> Subject: Re: [R] High Frequency Trading
> To: "Deb Midya" <debmidya@yahoo.com>
> Received: Monday, 8 November, 2010, 10:02 AM
> 
> Help us help you: more exactly, what do you need? 
> 
> There are so many things that can be done in the field that without further clarification, pretty much 80% of CRAN could be recommended.
> 
> Also: consider addressing the question to the sig-finance mailing list
> 
> 
> 
> On Nov 7, 2010, at 17:50, Deb Midya <debmidya@yahoo.com> wrote:
> 
> > Hi R users,
> >  
> > Thanks in advance.
> >  
> > I am using R 2.12.0 on Windows XP.
> >  
> > My objective is to construct algorithms for High Frequency Trading.
> >  
> > May I request you to provide me information such as packages or tools please.
> >  
> > Thank you very much for the time you have given.
> >  
> > Regards,
> >  
> > Deb
> >  
> > 
> > 
> > 
> >    [[alternative HTML version deleted]]
> > 
> > ______________________________________________
> > R-help@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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