Hey guys,

has anyone ever checked runtime statistics, in the sense of processing
speed, etc. of R in live trading?
Obviously, it is possible to also implement C equations, but I am wondering
if R etc are used in real intraday trading and about the performance
characteristics observed.

Thanks
Ulrich




On Sun, Jun 19, 2011 at 3:08 PM, <me@censix.com> wrote:

> Alex
>
> once you have developed a strategy in 'quantstrat' and if you feel
> adventurous and want to use it for live trading, I can (shamelessly)
> recommend that you have a look at my 'qsiblive' download here.
>
> http://censix.com
>
> It may be of interest.
>
> regards
>
> Soren
>
>
>
> > Hi there,
> >
> > I am new to R and want to perform a few experiments with trading
> > strategies
> > with R.
> >
> > However, I have experience in programming, but not in R (it's very
> similar
> > to what a programmer would expect).
> >
> > For now, I've parsed some data (Open, High, Low, Close) of a security via
> > read.table, which works fine.
> > What I want to do now, is to perform a backtest of a simple trading
> > strategy
> > with R. Say, for example "buy on cross of MA(200) and MA(100)". Of course
> > I
> > could write the backtest routine by myself, but I saw a package called
> > backtest. However, I do not really get the point how this may work. How
> > could I use backtest package to analyse a simple strategy as above?
> >
> > Additionally, I would like to know, if there are some websites, wikis
> etc.
> > which give a basic introduction to R in Finance "for dummies"? Anything
> > I've
> > seen so far was more or less for professionals.
> >
> >
> > Thank you in advance
> > Alex
> >
> >       [[alternative HTML version deleted]]
> >
> > _______________________________________________
> > R-SIG-Finance@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.
> >
>
>
> --
> http://censix.com
>
> _______________________________________________
> R-SIG-Finance@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.
>



-- 
Ulrich Staudinger

http://www.activequant.org
Connect online: https://www.xing.com/profile/Ulrich_Staudinger

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