[R-sig-finance] Backtest trading strategies

paul sorenson sourceforge at metrak.com
Sat Nov 26 10:00:14 CET 2005

Gabor Grothendieck wrote:
> On 11/26/05, Rob Steele <rfin.20.phftt at xoxy.net> wrote:
>>Neuro LeSuperHéros wrote:
>>>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
>>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.)

Each to their own I guess.  I happen to be much more familiar with 
Python than R and often use it to grab data in various formats which R 
won't read.  I wouldn't dream of using an MSDOS batch file.  As I learn 
more about R, I tend to do more in it but I couldn't imagine myself 
parsing dodgy HTML, for example, with it.

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