[R-SIG-Finance] Connecting R w/ 3rd Party Apps

[Bernzweig, Bruce (Consultant)]

One question I have for you is whether or not the data pulling has to be
done in real time.

Right now I'm using R on data that was originally pulled from FactSet
and Bloomberg but first placed into Excel spread sheets.  The data
processing (stats calculations) are only done once a month so how the
data is actually pulled (which is done by other people) is not too much
of a concern to me at this time.

However, there are ways to mix R with other languages.  Take a look at
the lists of R packages.  You can integrate R with MS Tools (Excel,
Access), C, C++, Java, etc.  You just need to download the relevant
packages.

- Bruce



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Message: 1
Date: Thu, 21 Jun 2007 13:38:50 +0200
From: rudy at zuck.fr
Subject: Re: [R-SIG-Finance] R-SIG-Finance Digest, Vol 37, Issue 14
To: r-sig-finance at stat.math.ethz.ch
Message-ID: <1182425930.467a634a8a8fb at ssl0.ovh.net>
Content-Type: text/plain; charset=ISO-8859-1

Dear Fabrice, (are you french?)

I also begin to have a look at R, as i am working in a management
company
specializing in Securitization. From what i have seen, R is not meant to
parse/integrate directly from a data provider. But such feed like
Bloomberg
provide convenient API that should be quiet easily to glue with R with
few
lines of scripting languages (we attack the Bloomberg database with a
small
perl app in our company).

Regards,



"Dear Experts,I come back to you for one question. We decided to use R
Project
for our risk management (reporting) system. Because, our funds use
derivative
instruments, we will need to use many packages such as 'Performance
Analytics
Package' 'VaR package' 'fOptions package', etc.So, my question is what
type of
database we will need? Bloomberg data, Bara data, Datastream, etc. Other
point:
Is the system (R) is able to use these principal sources of data? This
problem
is very important in order to have a good estimation of the final cost
of the
system! I will be happy to have your opinions about this
point.Thanks!Fabrice"



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End of R-SIG-Finance Digest, Vol 37, Issue 16
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