[R-SIG-Finance] Spread discovery and backtester code

[Joshua Ulrich]

Wearing my devil's advocate hat...

On Tue, May 22, 2012 at 7:34 AM, mail at chrisbird.com <mail at chrisbird.com> wrote:
<snip>
>
> I would please ask anyone who is interested to let me know, so that I can
> develop these further if there is enough interest. If I don't get any comments,
> I wont bother.
>
> Also any licensing comments/banners within the source should be ignored - it is
> not in a "release" form yet, and was another reservation I had releasing it in
> such a form. Please assume that any of this software agrees with and is
> compliant with any GNU R licensing requirements.
>
I hope you can understand how some people may be reluctant to make
this assumption. "Chris told me to ignore the license and assume it is
GPL" probably isn't a strong legal argument.  It could be different
now that you've said it in a public forum, but I'm not a lawyer.

> Rather than responding in a rude or obnoxious manner to people who try and
> contribute to the group it is probably better to respond in a softer manner. This is not
> the first time that I have seen certain people respond to myself and others in a a manner
> which deters people from making a contribution.
>
While Jeff's response may have seemed inappropriate, your post was
highly unorthodox and it wasn't immediately clear you were trying to
contribute to the open source community.  The "requires password" and
the ".zip" (binary) extension were red flags.  I hope you can see how
this could give people the wrong impression.

If you're looking for feedback on your code, you really need to supply
the code, not just the program/package.  github, R-Forge, or
code.google.com are good for this.

I could only find one other instance where you thought someone
responded to you "in a manner which deters people from making a
contribution" and it seemed like you were very quick to assume that
Daniel was being rude when he was just being brief (and English isn't
his native language).

> Chris.
>

Best,
--
Joshua Ulrich  |  FOSS Trading: www.fosstrading.com


>
>
> On 22 May 2012 at 12:52 Jeffrey Ryan <jeffrey.ryan at lemnica.com> wrote:
>
>> I'll be the first.
>>
>> Did you just spam R-sig-finance with closed source code, distributed
>> as a binary, that USES the community's hard work, without giving back
>> anything?  That requires a password???!
>>
>> This is a (very) likely a violation of the GPL in letter and, and
>> certainly in spirit.
>>
>> As someone who works rather hard for this community, I will be the
>> first to request you take your efforts elsewhere. Not a single person
>> here has 'time' to look at it.
>>
>> Jeff
>>
>> On Tue, May 22, 2012 at 2:40 AM, mail at chrisbird.com <mail at chrisbird.com>
>> wrote:
>> > I have developed a spread/strategy backtester, which takes a list of input
>> > contracts and creates an N-dimensional output of spread combinations,
>> > performs
>> > backtesting and outputs results.
>> >
>> > Spread combinations are deduced by correlation & cointegration measures,
>> > combined with graph reduction to create a manageable result set to backtest.
>> >
>> >
>> >
>> > Its here:
>> >
>> > http://www7.zippyshare.com/v/11292047/file.html
>> > <http://www7.zippyshare.com/v/11292047/file.html>
>> >
>> > Email me for the password (just to keep track of who is interested, so I can
>> > decide if to tidy it up & comment it more in future).
>> >
>> >
>> >
>> > The code relies upon my trade netting library:
>> >
>> > http://www7.zippyshare.com/v/11292047/file.html
>> > <http://www7.zippyshare.com/v/11292047/file.html>
>> >
>> > (Only built for win64 - however if you email me I can supply source if you
>> > want
>> > to build it yourself)
>> >
>> >
>> >
>> > Please don't ask me how the code works, I haven't got time to comment it or
>> > give
>> > support. If enough interest is shown - i.e people requesting password and
>> > telling me they like it, then I will try and make an effort to tidy it up &
>> > get
>> > it using the new parallel functions within latest R build.
>> >
>> >
>> >
>> > Kind Regards,
>> >
>> >
>> >
>> > Chris.
>> >
>> >
>> >        [[alternative HTML version deleted]]
>> >
>> > _______________________________________________
>> > R-SIG-Finance at r-project.org mailing list
>> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>> > -- Subscriber-posting only. If you want to post, subscribe first.
>> > -- Also note that this is not the r-help list where general R questions
>> > should go.
>>
>>
>>
>> --
>> Jeffrey Ryan
>> jeffrey.ryan at lemnica.com
>>
>> www.lemnica.com
>> www.esotericR.com
>>
>> R/Finance 2012: Applied Finance with R
>> www.RinFinance.com
>>
>> See you in Chicago!!!!
>        [[alternative HTML version deleted]]
>
> _______________________________________________
> R-SIG-Finance at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.