[R-SIG-Finance] Technical Pattern Trading (Should Head Should, etc.) in R?
G See
gsee000 at gmail.com
Wed Mar 14 16:08:55 CET 2012
Most people call that Technical Analysis. In fact, the title of the
article that you linked to begins with "Foundations of Technical
Analysis".
Please search for "technical analysis" on rseek.org. Or in an R terminal type
> RSiteSearch("technical analysis")
I'm growing tired of trying to teach you how to search, Michael.
-Garrett
On Wed, Mar 14, 2012 at 9:35 AM, Michael <comtech.usa at gmail.com> wrote:
> Technical Pattern Trading (Should Head Should, etc.) in R?
>
> Hi all,
>
>
> I am trying to explore the technical pattern based trading strategies using
> R.
>
> One paper is of course Andrew Lo's:
>
> http://web.mit.edu/alo/www/Papers/1705-1765.pdf
>
> Some googling showed some online blogs mentioning technical pattern
> detection but without too much convincing Sharpe Ratios...
>
> Anybody could share sweet or bitter experience about doing these stuff in R?
>
> Any pointers to good packages?
>
> Thanks a lot!
>
> [[alternative HTML version deleted]]
>
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