You can do this in excel. When you "activate" the regression line in the chart, you can check the "show formula" box in the menu. You have to manually type it into the spreadsheet to use it, though.
One bad thing, it crashes. I am not even pushing it that hard. Using RODBC to query MSFT SQLServer, ~800 rows * 15 columns, then doing plots.
I have a buddy who runs it on Windows, crashes now and then for him. I'm pushing it pretty hard on Linux and have yet to experience a crash.
If you can afford to use older libraries (i.e. not the bleeding-edge), debian is a more stable distro and actually the upstream source of the ubuntu project
Stumbled across this Blair Hull video from the R Finance conference last year. Talks about his blackjack days, HFT and R. Enjoy! http://www.youtube.com/watch?v=lEQ7a_JwWTg I wonder which R packages other posters have found useful? Blair Hull mentions a few that his trading firm uses (but not all of them!)..
If that is the total table size I would just read it all into memory. I have never had it crash and have much larger in-memory data. I am not using SQL Server though, or any database except flat files.
Re the interface, I would suggest StatET with Eclipse. Or RStudio if you do not know Eclipse. StatET for example has a visual debugger, object inspector, table viewer, graphics management etc...... Fitting a curve to a set of points should be doable in R....
Most researchers I know have a love/hate relationship with R. The initial learning curve is steep, the type system is ... sheeesh what where they thinking, etc. Plenty of great packages, BUT, this can be hit and miss, many times a miss. Quality can be crap (you get what you pay for). WARNING: If you are using a particular version of R with particular versions of packages, make sure you backup that particular R installer and the packages. Seriously. Believe me, you'll thank me later for this advice when the next version of R doesn't work at all (or as expected) with some packages that have or have not been updated. Unlike Matlab, where things usually work, but we are talking $ when it comes to Matlab.
Equalizer, Have you used any packages in R related to neural networks or SVMs? (I recall you said these form part of your trading system)