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Some Basic Intro of R
mcquak Posted 8 Nov. in #Algorithmic Trading #Algo #R #Quants #Statistical Learning8/66
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I personally do consider an R language and its library infrastructure the best tool for testing and verifying quantitative strategies before any coding is started. Before I’ve discovered R I was using Python and Numpy/Scipy/Pandas/Matplotlib library-four for my quants testing and verification. Tough these tool are very good using them sometimes slows down whole testing phase as one has to write bunch lines of code to get strategy test results. Hence I was trying to find something more “productive” and have found R.
In this article I’d like to show you how efficient and fast could R be in helping us to solve some quants problems. For this article I’ve choose correlation and heatmap. Mainly for sake of simplicity because I know for those already knows Python and its batteries this sample could be very effectively done with Python as well. But I do want to make my first R sample here on this site simple and comprehensible for those who do not know R nor Python.
I guess we can agree that correlation is something each trader should take care of if taking trading seriously. You may ask why someone should try to do something that is also available publicly on many sites. The one reason …
In this article I’d like to show you how efficient and fast could R be in helping us to solve some quants problems. For this article I’ve choose correlation and heatmap. Mainly for sake of simplicity because I know for those already knows Python and its batteries this sample could be very effectively done with Python as well. But I do want to make my first R sample here on this site simple and comprehensible for those who do not know R nor Python.
I guess we can agree that correlation is something each trader should take care of if taking trading seriously. You may ask why someone should try to do something that is also available publicly on many sites. The one reason …
