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Visualizations for Algorithmic Trading in R

Visualizations for Algorithmic Trading in R

Posted June 10, 2019 at 9:51 am
Kristian Larsen
DataScience+

Visualizations for algorithmic trading is rising in demand by the economic sector. In R there are a lot of great packages for getting data, visualizations and model strategies for algorithmic trading. In this article, you learn how to perform visualizations and modeling for algorithmic trading in R.

Introduction to Algorithmic Trading

Algorithmic trading is a very popular machine learning method within the economic and financial sector. Typically it involves a lot of programming in advanced visualizations and modelling. The programming is necessary in order to get the financial data for the Algorithmic Trading analysis. This article involves the first part of algorithmic trading: Advanced Visualizations.

Read packages into R library

First things first! We need to read these great packages into the R library:

# Load R package
library(PortfolioEffectHFT)
library(rvest)
library(pbapply)
library(TTR)
library(dygraphs)
library(lubridate)
library(tidyquant)
library(timetk)
library(pacman)
library(quantmod)
library(parallelMap)
library(BiocParallel)
library(parallel)
library(plotly)
pacman::p_load(dygraphs,DT)

In the above packages you need to install BiocParallel with this code:

## Install BiocParallel
source("https://bioconductor.org/biocLite.R")
biocLite("BiocParallel")

To get the R scripts, and see the full article, visit DataScience+ Blog

Visualizations for Algorithmic Trading in R

About the Author:
Kristian Larsen is a passionate economic data scientist with an expertise in R, Excel, VBA, SQL, STATA, SAS and Python. He creates Automated dashboards, business intelligence, machine learning, data analysis, AI, deep learning, data management, statistical analysis and programming.

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This material is from DataScience+ and is being posted with its permission. The views expressed in this material are solely those of the author and/or DataScience+ and Interactive Brokers is not endorsing or recommending any investment or trading discussed in the material. This material is not and should not be construed as an offer to buy or sell any security. It should not be construed as research or investment advice or a recommendation to buy, sell or hold any security or commodity. This material does not and is not intended to take into account the particular financial conditions, investment objectives or requirements of individual customers. Before acting on this material, you should consider whether it is suitable for your particular circumstances and, as necessary, seek professional advice.

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