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In this serie of articles i will document my learning of the language R, my competences in propgramations are very basic.
I will focus on the uses of R for financial data, for that il will use the book Processing and Analyzing Financial Data with R by Marcelo S. Perlin freely available on https://msperlin.github.io/pafdR/index.html.
Introduction

The R language is programming language for data manipulation and visualisation. It is a GNU ( open source) software .R have a very active community and is used by very big companies like Google and Microsoft for data analysis.
Learning R language is a good choice for data analysis : the language is mature, with a stable platform and a lot of packages for all domains of knowledges.
The platform for R is free and can be used alone , but we will use Rstudio because it is much more productive , and offer a lot of additional functionalities.
How to install R

To install R go to https://www.r-project.org/ then go to https://cran.r-project.org/mirrors.html and chose a mirrors near your location to speed up the download process.
Click download R for windows
This will load another page, chose “base Binaries for base distribution. This is what you w…
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daniellabas avatar

Good job!

ireen1386 avatar
ireen1386 27 July

Very good!

_shokolad_ avatar
_shokolad_ 28 July

Interesting !

bogos avatar
bogos 3 Aug.

nice

cashshark avatar
cashshark 25 Aug.

Great Article

orto leave comments
32/68
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Bonjour friends,
This article is going to follow my last article, which was the introduction to R, and how to install it. After this, you will know how to create a labeled graph using an R script.
Objectives of the article:
ú Create script file
ú Load a library package
ú Draw and label a graph
SCRIPTING IN R
If you’re able to run R with the command-line interface (CLI), then you can just follow the instructions as such:
  1. Open the command console. On Windows 8.1 you will just press the start and search for command’ or ‘cmd’.
  2. Once here you can simply open the application with ‘R’ enter, or ‘R --quiet’ and hit enter. The latter function will be quicker and the ‘quiet’ descriptor just means there is no boilerplate language after opening the app.
  3. Download the zip script file titled ‘r_script_example.r’ at http://daily.liaisons.press/r_script_example.r.zip
  4. Unzip the file and place it in the ~\bin folder where you installed the R application, this is the folder that has your Rterm console. You will need this to run the next step.
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brilliant avatar
brilliant 25 Jan.

what is R ?

pshan avatar
pshan 25 Jan.

brilliant: It's a statistical computing package.

mcquak avatar
mcquak 25 Jan.

brilliant  R is programming language for advanced statistical and mathematical computaions. It's also used for many other thing concerning financial assets trading, e.g. in R is possible to backtest trading strategies very easy and efficiently. R has many interfaces e.g. rJava for integrating Java (IStrategy) with R.
This is just for brief overview to give you an idea what R is, but It has much much more....

brilliant avatar
brilliant 25 Jan.

thank you very much friends

pshan avatar
pshan 25 Jan.

good

orto leave comments
19/69
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Bonjour friends,
The holiday season is upon us, and I wanted to jam through this highly useful article for your research and statistical analysis on how to make R language work for you.This write-up covers the following topics:
  • Introducing R
  • R Installation
  • Installing packages
  • Creating graphs
INTRO
If you’re not already familiar with R programming, there’s no better time to learn and get started with this powerful little programming pack. In it you can run very detailed statistical analysis in a matter of no time. Knowing how to code and planning your work will help you in your analysis and research. Since R is recognized as a credible statistical package, it’s helpful for you to know how to code with this language to help shape your writings in global currencies.
First thing to know is that R works off of the S language framework developed at Bell labs; and S-PLUS, which is mathematically expressive. So, if you have any experience with coding in S or so-called latex in your research papers, you will quickly learn how to master R programming language.
During my time as an undergrad at the University, I had the privilege of working with really good statistical software for my analy…
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killer195175 avatar

good work

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2/66
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Congratulations my dear fellow FX Trader. So you’ve found nice strategy with perfectly looking candlestick charts somewhere on the internet and you are about to hurry to trade it, right? Calm down mate and try to think about what I’ll try to write about here.

Why instant back testing
Do not worry, I won’t try to sell any strategy to you, because on the internet there exist so many strategies perfectly looking at the first glance, so I can’t compete in that regard. My last article was about R, and this one preserves the topic.
Please let me unrelieved some tool to you that can be used as almost instant back testing and verifying helper of any strategy you can imagine unless it’s based on technical analyses.
From longer time perspective I guess that vast majority of strategies usually turns out as poorly profitable or even loss-making. I guess that almost all traders can easily lost many days, weeks, and even months by forward testing some of these newly discovered trading strategies before become apparent that it behaves differently than it was looking at the beginning. And that’s not only time what one could lose regarding it but also money. No one is trading to lose money right?
To
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Mariia avatar
Mariia 7 Dec.

well done!!!!

Methodman avatar

Good job mcquak! I can't give me a try to R, because I'm a Matlab fundamentalist ;)

foreignexchange avatar

great

taimasik avatar
taimasik 20 Dec.

was interesting to read! thank you!

yascom avatar
yascom 19 Oct.

Thanks but I am not able to run the code on 5 minute candlestick data download from Dukascopy. Is there any change required on the csv generated by Dukascopy's data download?

orto leave comments
8/66
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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 …
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kevinfu avatar
kevinfu 29 Nov.

Though I don`t understand,but I know this is a great article,thanks for your work.

mcquak avatar
mcquak 29 Nov.

tishina , Mattie , Forex_champion  thank you for you comments

mcquak avatar
mcquak 29 Nov.

kevinfu thank you for your comment. I'm sorry, English is not my mother tongue so I do understand that my article could sound confusing.

adelas60 avatar
adelas60 29 Nov.

it is very nice

mcquak avatar
mcquak 29 Nov.

Thank you adelas60

orto leave comments