Thanks for your reply.
I am looking for some algorithms to find pattern and trend in stocks in real
time.
I have experience in "Modern Portfolio Optimization Using S-PLUS". I
have used various analytical tools such Mean-Variance, CVaR, CDaR, MAD, Re
sampling and others analytical tools.
I am interested to learn tools and techniques for High-Speed Trading.
I will have a look into sig-finance.
Once again, thank you very much for the time you have given.
Regards,
Deb
--- On Mon, 8/11/10, fjpcaballero@gmail.com <fjpcaballero@gmail.com>
wrote:
From: fjpcaballero@gmail.com <fjpcaballero@gmail.com>
Subject: Re: [R] High Frequency Trading
To: "Deb Midya" <debmidya@yahoo.com>
Received: Monday, 8 November, 2010, 10:02 AM
Help us help you: more exactly, what do you need?
There are so many things that can be done in the field that without further
clarification, pretty much 80% of CRAN could be recommended.
Also: consider addressing the question to the sig-finance mailing list
On Nov 7, 2010, at 17:50, Deb Midya <debmidya@yahoo.com> wrote:
> Hi R users,
>
> Thanks in advance.
>
> I am using R 2.12.0 on Windows XP.
>
> My objective is to construct algorithms for High Frequency Trading.
>
> May I request you to provide me information such as packages or tools
please.
>
> Thank you very much for the time you have given.
>
> Regards,
>
> Deb
>
>
>
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
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> 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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