Unless you can be more specific, for the 'pattern recognition' part I can only recommend you to take a look to the CRAN task views on Machine Learning, Clustering, Multivariate Statistics, and Finance. For the 'real time' part, I think it is fair to say that it is hard to get anything done in pure R at high frequency trading speeds, but Jeff Ryan has some examples in the iBrokers package documentation that show how to do a best-effort implementation in pure R.
On Nov 7, 2010, at 18:26, Deb Midya <debmi...@yahoo.com> wrote: > Thanks for your reply. > > I am looking for some algorithms to find pattern and trend in stocks in real > time. > > I have experience in "Modern Portfolio Optimization Using S-PLUS". I have > used various analytical tools such Mean-Variance, CVaR, CDaR, MAD, Re > sampling and others analytical tools. > > I am interested to learn tools and techniques for High-Speed Trading. > > I will have a look into sig-finance. > > Once again, thank you very much for the time you have given. > > Regards, > > Deb > > --- On Mon, 8/11/10, fjpcaball...@gmail.com <fjpcaball...@gmail.com> wrote: > > From: fjpcaball...@gmail.com <fjpcaball...@gmail.com> > Subject: Re: [R] High Frequency Trading > To: "Deb Midya" <debmi...@yahoo.com> > Received: Monday, 8 November, 2010, 10:02 AM > > Help us help you: more exactly, what do you need? > > There are so many things that can be done in the field that without further > clarification, pretty much 80% of CRAN could be recommended. > > Also: consider addressing the question to the sig-finance mailing list > > > > On Nov 7, 2010, at 17:50, Deb Midya <debmi...@yahoo.com> wrote: > > > Hi R users, > > > > Thanks in advance. > > > > I am using R 2.12.0 on Windows XP. > > > > My objective is to construct algorithms for High Frequency Trading. > > > > May I request you to provide me information such as packages or tools > > please. > > > > Thank you very much for the time you have given. > > > > Regards, > > > > Deb > > > > > > > > > > [[alternative HTML version deleted]] > > > > ______________________________________________ > > 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. > > [[alternative HTML version deleted]] ______________________________________________ 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.
