On 17 March 2016 at 12:41, Harry G wrote:
| Thinking of using RInside for predicting a theoretical price for a high
| frequency trading strategy. Strategy is written in C++.
|
| Let's assume I want to use the lm() function.
| Flow i'm imagining: get the factors in c++ -> have R pre-process them
Thinking of using RInside for predicting a theoretical price for a high
frequency trading strategy. Strategy is written in C++.
Let's assume I want to use the lm() function.
Flow i'm imagining: get the factors in c++ -> have R pre-process them ->
use the R predict() function.
What is the recomme
