I'm a little vague on what constitutes r-help and r-devel lists in terms of
what questions to ask and where. I read a little bit that this list was
about design and what you could do in R, but coding should be in r-devel.
If I'm wrong, please clarify.
On Wed, Oct 12, 2011 at 9:12 PM, R. Michael Weylandt <
michael.weyla...@gmail.com> <michael.weyla...@gmail.com> wrote:
> I suppose you could, contingent on the broker end's functionality, and R
> does provide some socket support (see ?make.socket and ?connections among
> others) but I suspect your question is entering the domain of the R-devel
> list where the experts on the nitty gritty could give you better answers
> than I can.
>
> Michael
>
>
> On Oct 12, 2011, at 8:38 PM, "Yves S. Garret" <yoursurrogate...@gmail.com>
> wrote:
>
> 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.
>> >> >> >
>> >> >
>> >> >
>> >
>> >
>>
>
>
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