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

Felipe Momm momm at inf.ufsc.br
Sat Jun 23 01:35:23 CEST 2007


Where i can find these packages? I will try to integrate R with C# .NET.

Thanks.

--
Felipe Momm
Sistemas de Informação
Universidade Federal de Santa Catarina


Quoting "Bernzweig, Bruce (Consultant)" <bbernzwe at bear.com>:

> 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
>
>
>
> ----------------------------------------------------------------------
>
> 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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