Langage R, blotter et quantstrat ?

[TDLS]

Salut,

Par curiosité, certains parmi vous utilisent-ils le langage R pour la simulation et la mise au point de vos stratégies ? Et plus particulièrement connaissez-vous le package blotter (voir quantstrat que j’aime moins car encapsulant trop de choses à mon goût) ?

J’avais programmé un simulateur spécialisé pour les stratégies d’arbitrages (mon dada étant l’arbitrage statistique) mais le crash d’un de mes disques m’a fait perdre une grosse partie de mes derniers développements le concernant.

Fondamentalement, pas trop grave car c’était une usine à gaz mal programmée. Du coup je pense que je vais recommencer from scratch, mais si certains connaissent et sont intéressés on peut tenter d’en faire un projet commun partagé sur git-hub histoire peut-être de capitaliser plusieurs compétences. Après je parle bien de mettre au point un simulateur, pas de concevoir et réaliser une stratégie d’arbitrage.

[Fabien LABROUSSE]

Je ne connais pas. Je vais me renseigner.

J'ai trouvé ces vidéos relatives :


Prise en main du logiciel R - Tutoriel : Vos tous premiers pas avec R

biostatistique
33,4 k abonnés

Prise en main du logiciel R - Tutoriel : Vos premiers pas avec R.
- Dans la série R pour les nuls -
Vidéo d'initiation permettant de démarrer l'utilisation de R, logiciel dédié au traitement statistique des données. Aucun prérequis n'est nécessaire. Laissez vous guider dans vos tous premiers pas avec R pour voler ensuite de vos propres ailes.
Si vous aimez cette chaîne et ses vidéos, recommandez-la et likez les vidéos avec un pouce bleu et soutenez mon travail sur tipeee : https://www.tipeee.com/biostatistique




Installation de R et Rstudio

PabR67
4,14 k abonnés

Installation de R et de RStudio

RStudio est un I.D.E (integrated development environment). En Français c'est une environnement de développement. Il est beaucoup plus confortable d'utiliser R à partir de RStudio. Je vous le conseille.

00:00:04 - Installer R
00:01:43 i Installer RStudio




Ton projet a-t-il pris forme ?

[TDLS]

Bonjour Fabien,

Ton projet a-t-il pris forme ?

Non car pour l’instant je travaille beaucoup sur l’algorithme du solver numérique de mon logiciel
de diversification. C’est ma priorité et c’est assez chronophage en temps en raison de la difficulté théorique et technique du sujet.

Si quelqu’un est vraiment intéressé par l’arbitrage statistique je pourrai me dégager du temps. En attendant je préfère laisser de côté.
Quelques liens concernant R et les systèmes de trading automatique :

Introduction to quantstrat
Tools for Transaction-Oriented Trading Systems Development


Pour info quantstrat s'appuie sur blotter. Les deux sont des packages du langage R.

TDLS.

[Fabien LABROUSSE]

Merci, j'ai suivi Rdrr et Ian HOWSON sur les réseaux sociaux.

[nbaever3]

can anyone here tell me where can i learn R programming

[Fabien LABROUSSE]

can anyone here tell me where can i learn R programming

https://www.codecademy.com/learn/learn-r


R Programming Full Course In 7 Hours | R Programming For Beginners | R Tutorial | Simplilearn

Simplilearn
1,54 M d’abonnés

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[nbaever3]

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