Fantastic work Patrick. I ordered the "Optimal Portfolio Modeling" etc book by Philip McDonnell, a couple of days before you posted, specifically because it contains examples of R functions etc - somewhere I could start.
I have to wait weeks to get it. This is like going from black and white to colour TV and your plugin couldn't have come at a better time for me (I'm starting to climb the mountain of portfolio modeling). I like the Carl Jung.... I think you changed a couple of words though. Carl Jung is my world hero. Ralph Vince is my trading hero. Haven't got an AB hero yet but there are a couple of candidates. Thankyou for your big hearted generosity. brian_z --- In [email protected], "vlanschot" <[EMAIL PROTECTED]> wrote: > > Hello, > > This mail is to inform you that I have just uploaded the zip-file > RPlugIn. It contains two files. The first is the file RMathAFL.dll, > the RMath plug-in for AB. The second is the Word-document R_Plug- > in_Amibroker.doc, the accompanying manual. The manual briefly > describes the functionality of the RMath plug-in for Amibroker which > I make freely available to all AB-users. Its purpose is to allow you, > the AB-user, to efficiently interact with R, the open-source and > freeware statistical/ mathematical package based on the S-language > (i.e. S-Plus). For more details on R , please visit the official > website: http://www.r-project.org/. Here you will also find manuals > and other contributed papers on R. Specifically, see this web-page: > http://www.stats.bris.ac.uk/R/. > > It is impossible to discuss the full scale of the R-functionality > that the plug-in makes available to the AB-user. It simply is > massive, and even I have only explored a tiny bit of it. Instead, the > manual will describe a small subjective selection of the > possibilities available, with the aim to get you going. I have no > pretension that my examples are of any use to you. What I do hope, > however, is that they can get you going, and that this plug-in will > enhance your trading/analysis skills, like it has mine. > > The plug-in has been kindly developed by a programmer-friend for > which I am very grateful (and no, it is not Tomasz). There will be NO > technical support for it, and (in all likelihood) no upgrades, if > only because the functionality embedded is: > - very extensive and flexible in terms of accessing R's core > functionality (I would say almost unlimited, particularly if you > write your own R-functions separately in R, which subsequently can > then be called from AFL); > - unlikely to be (negatively) impacted by changes in R itself; > > In the manual you will read about my motivations to have this plug- in > developed, the main one being to thank, first and foremost, Tomasz > Janeczko for developing AB into what it is has become: an industry- > standard investment and trading platform. It has enabled me to > transform my investment thinking into practical applications, making > some money along the way. Extended thanks go to the AB-community in > general. I am very grateful to the guidance, sample code, and other > help (including support from Marcin) I have received over the past > few years. > > PS >
