I’ve been looking for template reports using R and Knitr for a while but I didn’t find anything that suits my needs so far. I therefore decided to create them myself. What I like to see about trading strategies are basic performance charts (daily, monthly and yearly), some ... [Read more...]

This post lists the sources and types of financial data that is accessible directly from R. I included here free and non free ressources. Obviously given the size and the activity of the R community this is work in constant progress. I might update thi... [Read more...]

When working with intraday data, analysts are often facing a large dataset problem. R is well equipped to deal with this but the standard approach has to be modified in some ways. Large dataset means different things to different people. I’m talking here about a dataset of less than 10 ... [Read more...]

The article below is an updated version of an article I wrote  for R-Bloggers in August 2010. As a first post I thought it was a good idea to introduce one of the best tool out there for quantitative  trading: R R is a free software environment for statistical computing and ... [Read more...]