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  #21 (permalink)  
Old 02-05-2012, 04:26 PM
RAIN RAIN is offline
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Originally Posted by alex View Post
Simple csv or text data which is stored in my computer hard disk.



that means once the path is given, then it shld automatically read the text data file from that folder.
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  #22 (permalink)  
Old 02-05-2012, 06:02 PM
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Originally Posted by RAIN View Post


that means once the path is given, then it shld automatically read the text data file from that folder.

That's correct and other Excel addons can directly feed data to R, no need of dde or other complicated methods. Though I haven't tested live as my objective for time being is using it for backtesting weird trading ideas :ROFL:
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Old 02-05-2012, 06:41 PM
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An excellent script to explore multi-variate Pairs Trading
Classical Pairs Trading Using MatLab - File Exchange - MATLAB Central

A Multivariate Approach at Pairs Trading
M of a Kind: A Multivariate Approach at Pairs Trading by Marcelo Perlin :: SSRN
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Old 02-05-2012, 07:23 PM
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Originally Posted by MatSol View Post
An excellent script to explore multi-variate Pairs Trading
Classical Pairs Trading Using MatLab - File Exchange - MATLAB Central

A Multivariate Approach at Pairs Trading
M of a Kind: A Multivariate Approach at Pairs Trading by Marcelo Perlin :: SSRN

Second link is giving the error
PHP Code:
The abstract you requested was not found.
Please check your search criteria and try again
okay this link is working

http://papers.ssrn.com/sol3/papers.c...ract_id=952782
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Old 02-05-2012, 10:14 PM
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@Alex, can you please point to the links of what all needs to be executed on my computer to start using R at a very basic level?
please include the plugins.
BTW are u using the 64 bit for Win & or 32 bit?
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Old 02-05-2012, 10:54 PM
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Originally Posted by alex View Post
D2 bhayaa... If you want to know whether this can be done in ML/R then yes, though I am yet learning and switched to R and that's why started this thread. so tell your monkey that you have to wait for the code and step by step walk through.
If you are interested in only back test results then I can do it in MC but on 1 min data.

I know it can be done in R/M.....even in NT i can easily do this.

But i wanted to see how R/Mat-ian will do this...
Im still waiting to pop-up some one really experienced on this, who will show me this.
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Old 03-05-2012, 12:32 AM
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Originally Posted by devdas View Post
I know it can be done in R/M.....even in NT i can easily do this.

But i wanted to see how R/Mat-ian will do this...
Im still waiting to pop-up some one really experienced on this, who will show me this.

I know one IT member who is good in Matlab, will request him ..
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Old 03-05-2012, 12:49 AM
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Originally Posted by RAIN View Post
@Alex, can you please point to the links of what all needs to be executed on my computer to start using R at a very basic level?
please include the plugins.
BTW are u using the 64 bit for Win & or 32 bit?

Go to this link The Comprehensive R Archive Networkthen click 'download R for windows' install, it won't ask 32 or 64 bit, but works perfect on my windows7 64 bit.

For various packages go to
CRAN Packages By Date
There are almost millions of packages, so far I have downloaded Rexcel. But experts say that most efficient way to import data in R is text/ascii/.csv data. Let's see how things pan out..

One hour webinar on introduction to R
BORKED
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Last edited by alex; 03-05-2012 at 12:52 AM.
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  #29 (permalink)  
Old 03-05-2012, 07:34 AM
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For those of you using R, check out 'Revolution R' if you're using large data.
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  #30 (permalink)  
Old 03-05-2012, 10:47 AM
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Thanks for pointing out Oxy..
link Revolution Analytics - Commercial Software & Support for the R Statistics Language
Revolution R enterprise edition is free for academics, just registered and they send the download link, file size is 550MB
I think it's good idea to take one step at a time, lets play with small data and understand R then tackle Revolution R
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