[R-sig-finance] Backtest trading strategies

Gabor Grothendieck ggrothendieck at gmail.com
Sat Nov 26 06:37:15 CET 2005

On 11/26/05, Rob Steele <rfin.20.phftt at xoxy.net> wrote:
> Neuro LeSuperHéros wrote:
> > 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
> Python is great for parsing data from wherever you get it and populating
> databases.  MySQL is ideal for the write-once-read-thereafter scenario
> that research implies.  You can use R for the initial data marshaling
> if you'd rather not learn another language but Python seems like a
> better fit for that sort of thing.  It's a scripting language that
> integrates more naturally into its host environment.  For analysis and
> visualization however, R absolutely rules.

I don't use MySQL so won't comment on that part but for parsing
data I have found R to have everything I need.  I used to use perl
but now use R exclusively.    R's string manipulation includes
regular expressions and the vector processing often simplifies
string manipulation by eliminating loops over lines or vectors
of strings.

To me its much easier to maintain code if its all in one language and
moving to R has enabled me to replace a bunch of perl, batch files
and other statistical software with R which really helps clean it
all up.  (Actually I still have some Windows batch files, see
http://cran.r-project.org/contrib/extra/batchfiles/, but they are only
for generic configuration utilities and nothing specific to any application.)

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