Yves and Michael,
R-devel is the place for programming questions that would be confusing
to most people who follow R-help. Posting to R-devel would make sense
if you've written socket connections between applications in other
languages and are having trouble sorting out how to do it in R.
If you've never written a socket connection before, R-devel is not the
right place to post. Skim the posts over the past few weeks to get a
feel for the level of discussion. That should help you decide if your
question fits. Stack Overflow is another good resource for that weird
middle-ground between R-help and R-devel.
Best,
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
On Wed, Oct 12, 2011 at 9:05 PM, R. Michael Weylandt
<michael.weyla...@gmail.com> <michael.weyla...@gmail.com> wrote:
> To be honest, I don't frequently have occasion to wander over to R-devel and
> most of what goes on over there is over my level of easy-readability but I'd
> feel pretty confident that anything involving interface to another program on
> a socket or lower level is squarely their territory while file-reading and up
> is R-help, based on what I've seen. The moderators may wish to correct me.
>
> I'm happy to spitball ideas privately and you have my email, but I'm not
> qualified to make specific feasibility assessments on the record so I'll have
> to punt if you want official answers.
>
> Michael
>
> On Oct 12, 2011, at 9:49 PM, "Yves S. Garret" <yoursurrogate...@gmail.com>
> wrote:
>
>> 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.
>>> >> >> >
>>> >> >
>>> >> >
>>> >
>>> >
>>>
>>
>
> [[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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