[R-sig-finance] Backtest trading strategies

[Neuro LeSuperHéros]

Hello,

I understand the utility of MySQL for data storage.  But why is Python 
essential?  What does it do that R can't do for system creation/calculation?

Thanks

>From: BBands <bbands at gmail.com>
>Reply-To: BBands <bbands at gmail.com>
>To: Neuro LeSuperHéros <neuro3000 at hotmail.com>, 
>r-sig-finance at stat.math.ethz.ch
>Subject: Re: [R-sig-finance] Backtest trading strategies
>Date: Mon, 23 May 2005 10:18:52 -0700
>
>On 5/21/05, Neuro LeSuperHéros <neuro3000 at hotmail.com> wrote:
> > Has anybody ever implemented a trading strategies backtest program on R? 
>  Or
> > succesfully linked R to an existing backtest software? I'd like to know 
>what
> > has been/can be done.
>
>This is an area we have explored quite a bit. We took the approach of
>using several tools, each for its own strengths. MySQL for data
>storage and retrieval, Python for system creation/calculation, R for
>results analysis and gnuplot for visual display. This has proved to be
>a very powerful nexus and is the thrust of the Crusher project.
>
>Here are the links to the tools we use. All open source!
>
>http://www.python.org/
>http://www.gnuplot.info/
>http://gnuplot-py.sourceforge.net/
>http://www.mysql.com/
>http://sourceforge.net/projects/mysql-python
>http://www.r-project.org/
>http://rpy.sourceforge.net/
>
>     jab
>--
>John Bollinger, CFA, CMT
>www.BollingerBands.com
>
>If you advance far enough, you arrive at the beginning.