RAPA Trader Database Available to R Community for Download.

In 2010 I started using the R-project software, as a non programmer. Today
I am still a non programmer but have grown in my knowledge and admiration
for this amazing open-source software and the equally amazing R community
who have shared their code along the way to make things easier for newbies
like me and quick start professional quant finance programmers new to the
language. There are a couple of names that stick out in my mind who have
really made an amazing contribution: Brian Peterson, Joshua Ulrich,
timelyportfolio, Paul Teetor, Milktrader, Jeff Ryan, Rstudio, Peter Carl,
Eric Zivot, Dirk Eddelbuettel, RStudio, Rcommander, etc….. Over the years I
have always wanted to give back to this community in some shape or form.

In November 2012 we launched the RAPA
www.rapacapintro.com<http://rapaptyltd.cmail1.com/t/t-i-cludtd-l-r/>web
portal which matches emerging trading talent with trading capital. In
the short space of 2 months we have attracted some impressive talent with a
steady growing database; the one way my partners and I thought we could
help the R quant finance community is to provide access to a free download
of the different traders equity curves. We have no doubt that some of the
community will be quick to use this resource and produce some interesting
research that we can all benefit from. While there is a fairly large number
of vendors who sell CTA and hedge fund monthly databases there is currently
no vendor that we are aware of that sells a daily database. With this in
mind we believe this will be a great benefit to the R community as well as
to the broader quantitative finance community who benefit from the research
bloggers post.

Here are the steps you will need to follow to access this data:

You will need to register <http://rapaptyltd.cmail1.com/t/t-i-cludtd-l-y/>,
all that is required is a username, first and last name, email & password.
You will need to download the dataset from the Download menu, copy and
paste the following code in your R console and you will have the data ready
for use in the Performance Analytics package, or any other package you may
wish to use.



*install.packages* <http://rapaptyltd.cmail1.com/t/t-i-cludtd-l-j/>
('PerformanceAnalytics')

*install.packages* <http://rapaptyltd.cmail1.com/t/t-i-cludtd-l-t/> ('fBasics')

*library* <http://rapaptyltd.cmail1.com/t/t-i-cludtd-l-i/>(PerformanceAnalytics
<http://rapaptyltd.cmail1.com/t/t-i-cludtd-l-d/>)

*library* <http://rapaptyltd.cmail1.com/t/t-i-cludtd-l-h/>(fBasics
<http://rapaptyltd.cmail1.com/t/t-i-cludtd-l-k/>)



*# setwd(choose.dir())*

Data = *read.csv*
<http://rapaptyltd.cmail1.com/t/t-i-cludtd-l-u/>('rapa_dataset.csv',
stringsAsFactors = *FALSE*, header=*FALSE*)

*colnames* <http://rapaptyltd.cmail1.com/t/t-i-cludtd-l-o/>(Data) =
*c* <http://rapaptyltd.cmail1.com/t/t-i-cludtd-l-b/>('fundID', 'date',
'equity')



IDs = *unique* <http://rapaptyltd.cmail1.com/t/t-i-cludtd-l-n/>(Data$fundID)



FundList = *list* <http://rapaptyltd.cmail1.com/t/t-i-cludtd-l-p/>()

*for* (i *in* 1:*length* <http://rapaptyltd.cmail1.com/t/t-i-cludtd-l-x/>(IDs))

{

tmpdata = Data[Data$fundID==IDs[i],]

tmprets = getReturns(tmpdata$equity)

tmprets[*is.na* <http://rapaptyltd.cmail1.com/t/t-i-cludtd-l-m/>(tmprets)]=0

FundList[[i]] = xts
<http://rapaptyltd.cmail1.com/t/t-i-cludtd-l-c/>(*cbind*
<http://rapaptyltd.cmail1.com/t/t-i-cludtd-l-q/>(tmpdata$equity,
tmprets),

order.by=*as.Date*
<http://rapaptyltd.cmail1.com/t/t-i-cludtd-l-a/>(tmpdata$date,
*format* <http://rapaptyltd.cmail1.com/t/t-i-cludtd-l-f/>='%d/%m/%Y'))

}



*par* <http://rapaptyltd.cmail1.com/t/t-i-cludtd-l-z/>(ask=*TRUE*)

*par* <http://rapaptyltd.cmail1.com/t/t-i-cludtd-l-v/>(mfrow = *c*
<http://rapaptyltd.cmail1.com/t/t-i-cludtd-l-e/>(4,2))

*for* (i *in* 1:*length*
<http://rapaptyltd.cmail1.com/t/t-i-cludtd-l-s/>(FundList))

{

chart.TimeSeries(FundList[[i]][,1], colorset='blue', yaxis=*FALSE*, ylab=IDs[i])

chart.Histogram(FundList[[i]][,2], *methods*
<http://rapaptyltd.cmail1.com/t/t-i-cludtd-l-g/>='add.normal')

}

Please give us feedback and spread the word around. If you wish to forward
a link to this post in your blog you can refer to this link
http://rapacapintro.com/journal/journal/rdataset

Regards from the team,

Michael Berman, Ph.D.
CEO & Co-Founder
*www.rapacapintro.com* <http://rapaptyltd.cmail1.com/t/t-i-cludtd-l-w/>




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