[R-SIG-Finance] what should I be reading?

Gabor Grothendieck ggrothendieck at gmail.com
Wed Sep 30 17:27:09 CEST 2009

You might want to start with the infrastructure packages.

There are about 30 packages that depend on or can use zoo or its
finance-oriented extension, xts, so you might want to read up on zoo
and then xts since it will give you a window into a much larger set of
packages.  There are three vignettes (pdf documents) in zoo which
should get you going quickly.  Also reading R News 4/1 for info on
date/times is useful.  After that you can review the help files and
the many examples in the help files.

On Wed, Sep 30, 2009 at 10:24 AM, Aleks Clark <aleks.clark at gmail.com> wrote:
> Hey List,
> I'm pretty new at this whole computational finance thing, and am
> looking for some reading recommendations. I am currently working on
> automated forex trading using SVMs, but looking over the Finance and
> Econometrics tasks in CRAN, I realize I don't understand 70% of the
> /summaries/ of what those packages do.
> the question is:
> What kind of reading would be suitable for someone starting out with
> economic models? I realize there's not going to be much out there
> specifically aimed at forex, but I'd think there'd be some R-focused
> material dealing with modeling of other financial markets. I've got a
> pretty good grasp of how SVMs behave and work, and a somewhat lesser
> understanding of neural nets, but the caret package has a profusion of
> other modelling techniques that beckon to me! And I don't know much
> about any of them, or if any of them will actually suit my purposes,
> so any reading recommendations would be appreciated :)
> Thanks,
> --
> Aleks Clark
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