Links to R Resources
- What is R?
- Open source, statistical analysis program rapidly gaining popularity in Finance and among data scientists
- Why R? http://r4stats.com/articles/popularity/
- Alternatives: SAS, Matlab, Python
- Download R
- Install R studio
- A useful interface for programming in R
- http://www.rstudio.com/products/rstudio/download/
- Other alternatives include JGR, Rkward
- Take some introductory R courses online
- Introduction to R
- Covers the basics of getting started with R
- https://www.datacamp.com/courses/free-introduction-to-r
- Intro to computational finance with R
- Covers some useful functions for finance like downloading data from yahoo finance, calculating returns, and analyzing stock returns
- Combined course using Coursera and DataCamp
- https://www.coursera.org/course/compfinance
- https://www.datacamp.com/courses/computational-finance-and-financial-econometrics-with-r
- Look at existing code to learn how to back test investing and trading strategies
- How to backtest a strategy in R http://www.r-bloggers.com/how-to-backtest-a-strategy-in-r/
- Backtesting a Trading Strategy in R http://www.r-bloggers.com/backtesting-a-trading-strategy/
- Backtesting a Simple Stock Trading Strategy http://www.r-bloggers.com/backtesting-a-simple-stock-trading-strategy/
- Algorithmic Trading with IBrokers http://www.r-bloggers.com/algorithmic-trading-with-ibrokers/
- Importing Google News data http://www.r-bloggers.com/importing-google-news-data-to-r/
- Forecasting Recessions http://www.r-bloggers.com/forecasting-recessions/
- Scraping web data in R http://www.r-bloggers.com/scraping-web-data-in-r/
- Using the google prediction API from R http://www.r-bloggers.com/using-the-google-prediction-api-from-r/
- Other Useful sites
- R packages
- Quantmod: Download Yahoo Finance Data
- IBrokers: Stream Interactive Brokers into R
- PerformanceAnalytics: Econometric Functions for Performance and Risk Analysis
- Zoo:
- Tseries: Time Series Analysis
- Useful Websites