He knows about the thread. I've told him. He is not terribly interested in ACD these days. If any of you guys live in the Miami area, he does have an office down there and has a small group of guys there. I can point you in the right direction.
This is exactly what we do. I'm working on my R skills as well. But we have a massive database of NLs for every product in this world and the next and it's all data analysis. I don't even look at charts anymore. LOL.
I am with you on that one haven't opened up Esignal for charting in ages just use the data manager, same goes for IB. Being able to compute real probabilities and edge has been a huge confidence booster to me and I am surprised I never did it sooner. Literally every spare hour I get goes into R, who needs social media!! When I think of something new its great being able to pull apart/reuse code that I have used before making the modifications for individual requirements. Not sure if you have tried it yet but R also has a few useful scraping packages which are quite handy for that not so easy to get data.
For most of the stuff I have coded Rvest and XML have worked fine it really depends on what your trying to get your hands on. Once you have your scraped data you can use stringr to extract certain parts of strings followed by the base functions "as.numeric" and "as.date" etc for conversion to a useable format for data frames. By the way not sure if you have tried it yet but if you are dealing with lots of data I have started using data.table which is extremely fast although it syntax is a little more complicated than using the piping in Dplyr. If you need any help feel free to PM me.
@Maverick74 @redbaron1981 or anyone else. Forgive my ignorance on the programing aspect of trading. So after you have whatever outcome your program produces from your data inputs,is that a stand alone solution ? Or is that just one factor in an investment/ trade decision ? For ex: how would a programmed action/decision jive with a political event like the Comey hearings or a bianary event such as Brixit ? Thanks for the info.
I find it strange that he isn't very interested in ACD anymore. Do you have any more insight on this?
This is where I am at too. I can say that ACD has allowed me to do some stuff that quite frankly is beyond my natural level of ability. I don't consider myself a very sophisticated person when it comes to markets, statistics, or trading but I can honestly say that I am getting some pretty unique stuff going on my computer. I keep finding myself on the right side of the market and I feel like I am still just barely getting to understand how to use the ACD tools I've built. This thread has truly been a game-changer for me.
An example of what I mean by barely understanding...I had the idea today to use a NL derivative and apply it to a pair trade strategy. IE play the mean reversion when the NLs are in agreement, and play the trend when they diverge.