Hi Joshua,
The bottlenecks is when running backtests for larger datasets.I'm also
looking at some other functions that are updated for every new timestep.
for(i in 1:length(dataset)){
function(dataset[1:i])}
When generating BM's also for comparisons, I also find the speed in R a bit
slow, and that's why I'm looking for the bridge that gives more speed.
Andres
On Tue, Jan 25, 2011 at 4:53 PM, Joshua Ulrich <[email protected]>wrote:
> Hi Andres,
>
> On Tue, Jan 25, 2011 at 8:16 AM, Andres Susrud <[email protected]>
> wrote:
> > ---------- Forwarded message ----------
> > From: Andres Susrud <[email protected]>
> > Date: Tue, Jan 25, 2011 at 12:21 AM
> > Subject: Re: [R-SIG-Finance] R to common lisp translator
> > To: Paul Teetor <[email protected]>
> >
> >
> > Hi,
> >
> > Sorry to be a bit general in my question. But my concern is regarding
> > packages such as ibroker, quantmod, ttr etc.
> >
> > BR
> >
> > Andres
> >
>
> Your question on Nuclear Phynance indicates you're trying to increase
> calculation speed.
> http://www.nuclearphynance.com/Show%20Post.aspx?PostIDKey=148722
>
> What bottlenecks are you running into? Nearly all the heavy lifting
> in quantmod, TTR, xts, etc. is done in C, so moving to LISP probably
> wouldn't be much faster.
>
> Best,
> --
> Joshua Ulrich | FOSS Trading: www.fosstrading.com
>
>
>
> > On Jan 24, 2011, at 11:34 PM, Paul Teetor <[email protected]> wrote:
> >
> > Andres,
> >
> > Can you explain the connection between your question and finance?
> >
> > With a question such as this, you may have better luck using the general
> > R-help mailing list.
> >
> > Paul
> >
> >
> > Paul Teetor, Elgin, IL USA
> > <http://quanttrader.info/public>http://quanttrader.info/public
> >
> >
> > ------------------------------
> > *From:* Andres Susrud <[email protected]>
> > *To:* <[email protected]>[email protected]
> > *Sent:* Mon, January 24, 2011 1:39:40 PM
> > *Subject:* [R-SIG-Finance] R to common lisp translator
> >
> > Hi,
> >
> > just a question regarding common lisp translator, anyone know of a stable
> > translator?
> >
> > <http://dan.corlan.net/R_to_common_lisp_translator/>
> > http://dan.corlan.net/R_to_common_lisp_translator/
> >
> > <http://common-lisp.net/project/rcl/>http://common-lisp.net/project/rcl/
> >
> > <http://common-lisp.net/project/rclg/>
> http://common-lisp.net/project/rclg/
> >
> > I found three sources.
> >
> > Any experience with it?
> >
> > [[alternative HTML version deleted]]
> >
> > _______________________________________________
> > <[email protected]>[email protected] mailing list
> > <https://stat.ethz.ch/mailman/listinfo/r-sig-finance>
> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> > -- Subscriber-posting only. If you want to post, subscribe first.
> > -- Also note that this is not the r-help list where general R questions
> > should go.
> >
> > [[alternative HTML version deleted]]
> >
> > _______________________________________________
> > [email protected] mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> > -- Subscriber-posting only. If you want to post, subscribe first.
> > -- Also note that this is not the r-help list where general R questions
> should go.
> >
>
[[alternative HTML version deleted]]
_______________________________________________
[email protected] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should
go.
