Welcome to the first post of the RB Research blog. Inthis blog, I will focus on quantitative research, trading strategy ideas, and backtesting; primarily in the Foreign Exchange (FX) and equity markets. In the past, I had done nearly all of my testing and analysis in microsoft excel, but over the past 6 months I have been “bitten” by the programming bug. My language of choice is the R language because of the vast amount of contributed packages and tremendous support community. It has been frustrating, insightful, and rewarding all at the same time. My initial inspiration for moving my testing to R from excel, was a series of posts over at FOSS Trading. If you haven’t checked out his blog, I highly recommend it! Other blogs that have been influential are:
- Timely Portfolio for his excellent posts and sharing his R code
- World Beta for a plethora of research ideas and articles
- and many others
As stated earlier, the themes of my post will be research driven using the R programming language and maybe even some vb.net. I consider myself a beginner programmer and hope that through this blog my programming skills will continue to develop by sharing my work with others.