[R] newbie question: strategy
sysot1t
sysot1t at gmail.com
Sun Apr 8 04:15:08 CEST 2012
yes, I would have expected documented samples for something simple.. as I
said, I am not asking for anything complex but something rather simple that
I can use to learn from and build upon.. not a highly complex example that
provides me with little explanation of what is going on... quanstrat is
great, and it simplifies things, but hard to use if it is not clearly and
extensively documented.. the demos are good, but again... one line
describing what a block of 5-10 lines do.. that drives one to look into what
the functions are actually doing and it can drive one nuts... just my 2
cents given I believe you are one of the experts on qstrat...
with regard to intraday... I didn't realize that most people dont have
access to intraday sources for data... I figure if you are using R for quant
work, then you have access to RT data... btw, I am not a quant, I am an IT
architect who trades his own retirement account... in any event, I will
create a website and publish csv's for any universe of instruments and
markets... for free ... in the same spirit of opensource that R was written
on ... I just registered quantstrat-rt.com... both minute and tick data will
be posted.. for all to use for analysis.. with the obvious disclaimers about
the data of course.
lastly, I dont mind putting in the time and effort to learn something, as
long as proper and adequate learning resources are available... a few hours
ago I ordered more books about R from springer this time... all those books
are great to learn R itself, but useless to learn all the custom modules
that are out there... quantmod has good docs, so does timesac and
performanceanalytics... and one can go line by line (as I have done today)
to see what all the samples do and how they are altering the information...
but nothing formalized for learning to leverage them, just trial and error
(which can be frustrating)
I didnt ask for anyone to do my work for me, but rather I expected anyone
that had done something similar to share what they had done so that I could
learn from it... simple and straight forward...
anyhow, feel free to send me a pm with your email contact information and I
will reach out ... your reply is much appreciated.
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