Do you use R for backtesting?

does anyone have any recommendations for learning R for data analysis purposes for trading strategies for someone with no programming experience?
 
there are people who do and packages for this (search r seek for quant/finance/etc), although for the most part they trade using daily data.

for larger volume stuff for the most part you're better off doing analysis of backtesting results or signals in R.
 
You can implement event-driven back testing in Java and still use R to perform statistical/math calculations. There is a pretty good integration library between Java and R, so no need to compromise...

If someone need technical help with this - PM me.
 
pisco said:
Hello guys,

I heard a lot of good things about R(for example the extense amount of packages) and want to consider it as a backtesting plattform for trading ideas.

Therefore my questions to you are:

Do you use R statistics?

Whats your backtesting process, which packages are you using?


Can you recommend some resources about "backtesting with R"?

I appreciate your answers!
More...


I am primarily using R at this point. Mainly because I am still investigating/discovering my 'system'.
R allows me to quickly cycle through ideas without having to be bogged down in technicalities.
As far as backtesting, I pretty much wrote my own. The R packages I use are only mathematical ones particularly related to the 'edge creation' part and not to the backtesting part.
 
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