I'm so sorry, if you guys felt this way.

I am just a beginner (both in R as well as Quantitative Trading) and always
under pressure from my superiors (so you understand), so have to deliver
quickly. I can't enjoy the luxury of spending time doing research while I am
expected to deliver. But I totally agree with you and apologize for my over
behavior, I guess I was just over excited when I started out. I'll keep your
suggestions in mind and behave properly next time :)

I don't want the R community to be mad at me, especially when I'll be using
R my whole life now :)

PS: In the beginning I was having trouble searching the archives according
to the subject, but now I am comfortable with it. Moreover, I am having a
hard time understanding the documentation of some functions(mostly because
of my lack of understanding of the underlying datastruntures ) but I'm
working on it....I'd love if I would be able to contribute back to the open
source community, some day.

PS2: Please guys, don't be mad at me, especially Jeff and Brian
I'm just new :)

Jatin





On Thu, Sep 3, 2009 at 12:53 AM, Subhrangshu Nandi <nands31@gmail.com>wrote:

> Jatin,
>
> In your blog you consider yourself to be a quant, but your emails just
> revealed your lack of quant abilities. At least the R-Finance community
> realized that you didnt even try for more than 15 minutes to solve the
> problem. You wanted a short cut to achieving your goal, which is not always
> the smartest approach. If you are new to R, its understandable, but without
> your own effort you'll never learn the best way to use the different time
> series objects.
>
> My suggestion would be to take a look at the archives and putting in some
> time and effort on your problem. If you still dont get it, email me and i'll
> send you some sample codes.
>
> Good luck.
> -Nandi.
>
>
>> Today's Topics:
>>
>>   1. Quantmod and Tick Data (jatin patni)
>>   2. Re: Quantmod and Tick Data (Brian G. Peterson)
>>   3. Re: Quantmod and Tick Data (Daniel Cegielka)
>>   4. Regression in fPortfolio? Sorting by date does not        work...
>>      (Nicolas Chapados)
>>   5. Re: Regression in fPortfolio? Sorting by date does        not
>>      work... (Andrew Ellis)
>>   6. Re: Regression in fPortfolio? Sorting by date does        not
>>      work... (Nicolas Chapados)
>>   7. Non unique timestamp in zoo object (jatin patni)
>>   8. Re: Non unique timestamp in zoo object (Brian G. Peterson)
>>   9. Re: Non unique timestamp in zoo object (jatin patni)
>>  10. Re: Non unique timestamp in zoo object (Gabor Grothendieck)
>>  11. Re: Non unique timestamp in zoo object (Gabor Grothendieck)
>>  12. Re: Non unique timestamp in zoo object (Jeff Ryan)
>>  13. Re: [R-sig-finance] Correct specification for modelling a
>>      AR(p)-GJR GARCH(1, 1) - skewed t using fGARCH (alexios)
>>
>>
>> ----------------------------------------------------------------------
>>
>> Message: 1
>> Date: Tue, 1 Sep 2009 16:05:28 +0530
>> From: jatin patni <jatinpatni@gmail.com>
>> Subject: [R-SIG-Finance] Quantmod and Tick Data
>> To: r-sig-finance@stat.math.ethz.ch
>> Message-ID:
>>        <fcc589cd0909010335g50b9c447y9ff05de64e168dd0@mail.gmail.com>
>> Content-Type: text/plain
>>
>> I am new to this field(Quantitative high frequency finance) and really
>> would
>> like some guidance from senior people. Please guide me to some good
>> tutorials for handling dataframes and the xts package. I need to import
>> data
>> (time series, tick data) for my backtesting. The problem with tick data
>> is:-
>> 1)It has multiple symbols, so when I'm importing the data from a file into
>> a
>> dataframe, I have to again extract data into other dataframes with unique
>> symbols(since my backtesting strategies will work on one symbol at a time,
>> and for general charting purposes)
>> 2)It does not have a date field, just the timestamp (hh:mm:ss), so I need
>> to
>> add the date field from the filename and convert it to a suitable format
>> compatible with Quantmod/xts before starting to use the data for
>> backtesting.
>> 3)It is large, around 500MB per day(all symbols), so I need to split the
>> file into 50000 rows per call into the dataframe. It may be a good idea to
>> store it in a binary format of R.
>>
>> Since I'm a beginner with R, I'm having some stupid troubles handling
>> dataframes, for eg. adding date into the columns of timestamps and
>> converting it to a compatible format for quantmod/xts
>>
>> Please also guide me to some backtesting links(tutorials) or packages(like
>> quantmod), preferably open source, for backtesting and even for
>> implementing
>> my own trading platform(for eg. Marketcetera)
>>
>> Thanks
>>
>> Regards
>> Jatin
>>
>> --
> I'm a great believer in luck, and I find the harder I work the more I have
> of it.  ~Thomas Jefferson
>
> Subhrangshu Nandi
> High Frequency Statistical Arbitrage Trader
> Breakwater Trading, LLC
> Chicago, IL 60606
>



-- 
Jatin Patni
Tel: 91 9833 2180 52
jatinpatni@gmail.com
www.jatinpatni.co.nr

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