thanks for the heads up, I am checking all my providers EULAs to see which one I can share online... I imagine that as long as it is delayed 24 hours, there might be no issues... we will see... either way, worst case, I lost $9 for a registration... best case... I can share most ETF's with the community.
On Sun, Apr 8, 2012 at 3:02 AM, R. Michael Weylandt <michael.weyla...@gmail.com> wrote: > Just a heads up: I'm pretty sure Josh and the other QS developers have > access to intra-day data, but they can't provide an example using it > in the package because the EULAs of most data providers won't allow > direct redistribution of their data. The examples included all go > online and download data from a free source, but they don't provide it > directly because even the "free" providers like Yahoo don't allow > that. [There's a whole beer vs speech thing at play here] > > If you do put truly free intraday numbers online, you'll be doing a > big service to the community, but make sure it's legal before you > start. You'll also note that the older packages in the > quant(mod|strat) universe like TTR don't use real data for their > examples: rather they use simulated data to avoid all such issues. > > I imagine full quanstrat documentation will appear in time, but it's > still under (very) active development so the mailing list archive > examples are the best currently available. Once the system and the API > are finalized, then it will make sense to document them. > > Hope this helps, > Michael > > On Sat, Apr 7, 2012 at 10:15 PM, sysot1t <syso...@gmail.com> wrote: >> yes, I would have expected documented samples for something simple.. as I >> said, I am not asking for anything complex but something rather simple that >> I can use to learn from and build upon.. not a highly complex example that >> provides me with little explanation of what is going on... quanstrat is >> great, and it simplifies things, but hard to use if it is not clearly and >> extensively documented.. the demos are good, but again... one line >> describing what a block of 5-10 lines do.. that drives one to look into what >> the functions are actually doing and it can drive one nuts... just my 2 >> cents given I believe you are one of the experts on qstrat... >> >> with regard to intraday... I didn't realize that most people dont have >> access to intraday sources for data... I figure if you are using R for quant >> work, then you have access to RT data... btw, I am not a quant, I am an IT >> architect who trades his own retirement account... in any event, I will >> create a website and publish csv's for any universe of instruments and >> markets... for free ... in the same spirit of opensource that R was written >> on ... I just registered quantstrat-rt.com... both minute and tick data will >> be posted.. for all to use for analysis.. with the obvious disclaimers about >> the data of course. >> >> lastly, I dont mind putting in the time and effort to learn something, as >> long as proper and adequate learning resources are available... a few hours >> ago I ordered more books about R from springer this time... all those books >> are great to learn R itself, but useless to learn all the custom modules >> that are out there... quantmod has good docs, so does timesac and >> performanceanalytics... and one can go line by line (as I have done today) >> to see what all the samples do and how they are altering the information... >> but nothing formalized for learning to leverage them, just trial and error >> (which can be frustrating) >> >> I didnt ask for anyone to do my work for me, but rather I expected anyone >> that had done something similar to share what they had done so that I could >> learn from it... simple and straight forward... >> >> anyhow, feel free to send me a pm with your email contact information and I >> will reach out ... your reply is much appreciated. >> >> >> -- >> View this message in context: >> http://r.789695.n4.nabble.com/newbie-question-strategy-tp4538818p4540381.html >> Sent from the R help mailing list archive at Nabble.com. >> >> ______________________________________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.