Don't see myself making 'real-time' trades. Most likely a few times an
hour. Oh, can't you make a socket to another app in R? That would be my
first approach.
On Wed, Oct 12, 2011 at 6:53 PM, R. Michael Weylandt <
michael.weyla...@gmail.com> wrote:
> Just a comment on the lack of a direct R API for non-IBrokers
> brokerages: of course its possible to put something together using
> rJava or a direct C interface, but it's not the smoothest thing if
> you've never delved into the R internals and it's not quite the
> fastest thing in the world if you are doing particularly
> time-sensitive work. At lower frequencies, this becomes less of an
> issue and simple work-arounds like using a csv file as an intermediate
> can make everything much easier.
>
> On the other end of the trade process, once you start getting into
> more HF domains, there's also the inverse problem of real-time
> processing: I'm not particularly interested in the question so I
> haven't thought much about it, but I don't see a particularly R-ish
> way to deal with a live data feed, though it's been dealt with in the
> R-SIG-Finance archives a couple of times.
>
> Michael
>
> On Wed, Oct 12, 2011 at 5:56 PM, Yves S. Garret
> <yoursurrogate...@gmail.com> wrote:
> > Also, when you say to do the trading aspect is more difficult, what do
> you
> > mean exactly? Are there performance issues with the code tasked to do
> the
> > trades? Lack of API? Or is it just a pain to put something coherent
> > together that will do the trades?
> >
> > On Wed, Oct 12, 2011 at 3:07 PM, R. Michael Weylandt
> > <michael.weyla...@gmail.com> wrote:
> >>
> >> As was pointed out to you before, this is really more of an
> >> R-SIG-Finance question, but I wouldn't expect too much explanation
> >> there either, just people pointing you to the standard R finance tools
> >> (quantmod, zoo/xts, TTR, RBloomberg, and the Rmetrics suite; there's
> >> also some fantastic tools in development but if you just picked up
> >> your first book on R, you probably aren't ready for those yet).
> >>
> >> You question isn't particularly well-defined either:
> >>
> >> Do you just want to study currency price series in R? This is simple:
> >> just get the data (perhaps from oanda using quantmod::getSymbols or
> >> simply by reading in through any of the regular functions) and study
> >> it however you like.
> >>
> >> The actual act of trading, however, is harder to do solely within R:
> >> there is a very popular IBrokers API but I haven't used it much. It
> >> sounds like you are probably a lone trader so if you don't have a
> >> pre-existing relationship with IBrokers you'll probably want to enter
> >> trades through whichever broker you currently use. That -- the
> >> IBrokers package -- is the complete only solution on that end I'm
> >> aware of, though I'm sure many folks have their own work-arounds.
> >>
> >> And as far as experiences go: well, I suppose folks wouldn't be doing
> >> it if they thought there was no money to be made, now would they?
> >>
> >> If you want more to read: check the CRAN task views, as suggested
> before.
> >>
> >> Michael
> >>
> >> PS -- A serious note: FX is much closer to a zero-sum game than
> >> long-equity, I would be remiss if I didn't warn you to tread
> >> carefully.
> >>
> >> On Wed, Oct 12, 2011 at 1:50 PM, Yves S. Garret
> >> <yoursurrogate...@gmail.com> wrote:
> >> > Yes, that's what I meant. Curious what the experiences were of some
> >> > people
> >> > and some tips.
> >> >
> >> > On Wed, Oct 12, 2011 at 12:31 PM, R. Michael Weylandt
> >> > <michael.weyla...@gmail.com> wrote:
> >> >>
> >> >> "This" being what exactly?
> >> >>
> >> >> Traded in FX using R? Yes, its done everyday, even as I type....
> >> >>
> >> >> Michael
> >> >>
> >> >> On Wed, Oct 12, 2011 at 8:10 AM, Yves S. Garret
> >> >> <yoursurrogate...@gmail.com> wrote:
> >> >> > No, that's not what I meant. I was curious if anyone has ever done
> >> >> > this
> >> >> > before and how well it worked. Any tips for a novice?
> >> >> >
> >> >> > On Wed, Oct 12, 2011 at 12:19 AM, Liviu Andronic
> >> >> > <landronim...@gmail.com>wrote:
> >> >> >
> >> >> >> On Wed, Oct 12, 2011 at 3:29 AM, Yves S. Garret
> >> >> >> <yoursurrogate...@gmail.com> wrote:
> >> >> >> > Hi all,
> >> >> >> >
> >> >> >> > I recently started learning about Forex and found this
> O'Reilly
> >> >> >> > book in
> >> >> >> > Barnes & Nobles about R. I bought it out of pure curiosity. I
> >> >> >> > like
> >> >> >> > what
> >> >> >> I
> >> >> >> > see. However, I have a question. Has anyone tried to bring
> these
> >> >> >> > two
> >> >> >> ideas
> >> >> >> > together in a financial and trading sense? Are there any
> >> >> >> > libraries
> >> >> >> > or
> >> >> >> > modules in R that can aid in this venture?
> >> >> >> >
> >> >> >>
> >> >> >> > fortune('equity')
> >> >> >>
> >> >> >> I have never heard anyone (knowledgable or otherwise) claim that,
> in
> >> >> >> the
> >> >> >> absence of transition costs, SAS is better than R for equity
> >> >> >> modeling.
> >> >> >> If
> >> >> >> you
> >> >> >> come across any such claim, I would be happy to refute it.
> >> >> >> -- David Kane
> >> >> >> R-SIG-Finance (December 2004)
> >> >> >>
> >> >> >>
> >> >> >> You may want to address this question to r-sig-finance, and check
> >> >> >> out
> >> >> >> the Finance Task View [1]. Regards
> >> >> >> Liviu
> >> >> >>
> >> >> >> [1] http://cran.at.r-project.org/web/views/Finance.html
> >> >> >>
> >> >> >>
> >> >> >> > --Yves
> >> >> >> >
> >> >> >> > [[alternative HTML version deleted]]
> >> >> >> >
> >> >> >> > ______________________________________________
> >> >> >> > R-help@r-project.org mailing list
> >> >> >> > https://stat.ethz.ch/mailman/listinfo/r-help
> >> >> >> > PLEASE do read the posting guide
> >> >> >> http://www.R-project.org/posting-guide.html
> >> >> >> > and provide commented, minimal, self-contained, reproducible
> code.
> >> >> >> >
> >> >> >>
> >> >> >>
> >> >> >>
> >> >> >> --
> >> >> >> Do you know how to read?
> >> >> >> http://www.alienetworks.com/srtest.cfm
> >> >> >>
> >> >> >>
> http://goodies.xfce.org/projects/applications/xfce4-dict#speed-reader
> >> >> >> Do you know how to write?
> >> >> >> http://garbl.home.comcast.net/~garbl/stylemanual/e.htm#e-mail
> >> >> >>
> >> >> >
> >> >> > [[alternative HTML version deleted]]
> >> >> >
> >> >> > ______________________________________________
> >> >> > R-help@r-project.org mailing list
> >> >> > https://stat.ethz.ch/mailman/listinfo/r-help
> >> >> > PLEASE do read the posting guide
> >> >> > http://www.R-project.org/posting-guide.html
> >> >> > and provide commented, minimal, self-contained, reproducible code.
> >> >> >
> >> >
> >> >
> >
> >
>
[[alternative HTML version deleted]]
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
