[R-SIG-Finance] Happy holidays and trading strategies in R?

[Uffe K. Mortensen]

Happy holidays too,

I use R for some trades, but never directly. I get more accurate
variance and K inno estimates from R. R is great for that.

I know of nobody (yet) that became millionaires with algorithmic
trading. Quite a few aspire to become millionaires by writing about it
instead!
IMHO the classic Market Hypothesis exclude large algo trade gains,
except for rare pricing errors others anyway will detect much faster
than you and me.

For the classic algorithm trades there is a big library of them over
at prorealtime.com. You can test and program algorithms easily and
backtest for free, except for intraday.
Backtesting there saved me much time debunking misc. 'snakeoil' algos
that occasionally hit the press...

Greetings,
Uffe.

On 24 December 2011 23:09, Michael <comtech.usa at gmail.com> wrote:
> Hi all,
>
> Happy holidays!
>
> I would like to ask a question about using R to backtest strategies ...
>
> Are there people actually using R for trading real-money? Could anybody
> please kindly give me some pointers to the latest status of using R for
> backtesting and could you please point me to "sample"/existing strategies
> that were written in R? I know TTR but those are hardly trading strategies
> and there are no good trading strategies visualization tools at all... of
> course I understand people won't post full strategies secret sources on
> Internet, but at least maybe some samples that had worked in the ancient
> times?
>
> Thanks a lot and enjoy your holiday!
>
>        [[alternative HTML version deleted]]
>
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