Webinar: An Introduction To R for Trading w/Ilya Kipnis - Matlab, R project and Python | futures io social day trading
futures io futures trading


Webinar: An Introduction To R for Trading w/Ilya Kipnis
Updated: Views / Replies:27,060 / 150
Created: by Big Mike Attachments:44

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors – all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you don’t need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 44  
 
Thread Tools Search this Thread
 

Webinar: An Introduction To R for Trading w/Ilya Kipnis

  #111 (permalink)
Elite Member
Philadelphia + NJ/US
 
Futures Experience: Beginner
Platform: quantstrat
Favorite Futures: ETFs
 
Posts: 52 since Aug 2014
Thanks: 4 given, 39 received


SMCJB View Post
Excellent Intro Webinar.


I had just started looking at R several months ago and then did the Coursera course on Machine Learning which required Octave so i dropped it. I had been trying to improve my Octave skills but after watching this I may switch back to R.


Is it any good? I recently finished the Coursera Machine Learning course and was very impressed. I'm now looking for something new to learn.


I suspect people would be interested in seeing how you would use R to optimize parameters, although I suspect (again) that it just involves adding loop's around your strategy code.

Check out Trevor Hastie's Statistical Learning course for a more R-centric machine learning course.

Reply With Quote
 
  #112 (permalink)
Trading Apprentice
New York City, New York
 
Futures Experience: Advanced
Platform: NinjaTrader, TOS
Favorite Futures: Options, Equities, Futures
 
Posts: 18 since Sep 2014
Thanks: 2 given, 5 received


IlyaKipnis View Post
Check out Trevor Hastie's Statistical Learning course for a more R-centric machine learning course.

It doesn't seem like this course is going to be offered again, unfortunately. As far as the optimization, while it may be a simple for loop - to somebody like me who is a beginner, I would LOVE to see this and how to implement it.

Reply With Quote
 
  #113 (permalink)
Elite Member
Philadelphia + NJ/US
 
Futures Experience: Beginner
Platform: quantstrat
Favorite Futures: ETFs
 
Posts: 52 since Aug 2014
Thanks: 4 given, 39 received



CaptainNegatory View Post
It doesn't seem like this course is going to be offered again, unfortunately. As far as the optimization, while it may be a simple for loop - to somebody like me who is a beginner, I would LOVE to see this and how to implement it.

Quantstrat has its own functionality for parameter exploration. It seems to be a common theme. I suppose I can try and cover it next webinar.

Edit: regarding the course, find the pdf of the textbook, download it for free, go through the labs.


Last edited by IlyaKipnis; September 21st, 2014 at 10:33 PM.
Reply With Quote
 
  #114 (permalink)
Market Wizard
Houston, TX
 
Futures Experience: Advanced
Platform: XTrader
Broker/Data: Advantage Futures
Favorite Futures: Energy
 
Posts: 2,123 since Dec 2013
Thanks: 1,749 given, 3,359 received
Forum Reputation: Legendary


IlyaKipnis View Post
Edit: regarding the course, find the pdf of the textbook, download it for free, go through the labs.

Elements of Statistical Learning: data mining, inference, and prediction. 2nd Edition.

Reply With Quote
 
  #115 (permalink)
Elite Member
Philadelphia + NJ/US
 
Futures Experience: Beginner
Platform: quantstrat
Favorite Futures: ETFs
 
Posts: 52 since Aug 2014
Thanks: 4 given, 39 received



Elements of Statistical Learning is not the book. It's Intro to Statistical Learning.

Reply With Quote
 
  #116 (permalink)
Market Wizard
Houston, TX
 
Futures Experience: Advanced
Platform: XTrader
Broker/Data: Advantage Futures
Favorite Futures: Energy
 
Posts: 2,123 since Dec 2013
Thanks: 1,749 given, 3,359 received
Forum Reputation: Legendary


IlyaKipnis View Post
It's Intro to Statistical Learning.

http://www-bcf.usc.edu/~gareth/ISL/ISLR%20First%20Printing.pdf

Reply With Quote
 
  #117 (permalink)
Market Wizard
Houston, TX
 
Futures Experience: Advanced
Platform: XTrader
Broker/Data: Advantage Futures
Favorite Futures: Energy
 
Posts: 2,123 since Dec 2013
Thanks: 1,749 given, 3,359 received
Forum Reputation: Legendary

So to recap we have
An Introduction to Statistical Learning with Applications in R (aka 'ISL')
and
The Elements of Statistical Learning: data mining, inference, and prediction. 2nd Edition. (aka 'ESL')

If your curious what the difference is the Preface to ISL says...
One of the first books in this area—The Elements of Statistical Learning
(ESL) (Hastie, Tibshirani, and Friedman)—was published in 2001, with a
second edition in 2009. ESL has become a popular text not only in statistics
but also in related fields. One of the reasons for ESL’s popularity is
its relatively accessible style. But ESL is intended for individuals with advanced
training in the mathematical sciences. An Introduction to Statistical
Learning (ISL) arose from the perceived need for a broader and less technical
treatment of these topics. In this new book, we cover many of the
same topics as ESL, but we concentrate more on the applications of the
methods and less on the mathematical details. We have created labs illustrating
how to implement each of the statistical learning methods using the
popular statistical software package R. These labs provide the reader with
valuable hands-on experience.
This book is appropriate for advanced undergraduates or master’s students
in statistics or related quantitative fields or for individuals in other
disciplines who wish to use statistical learning tools to analyze their data.
It can be used as a textbook for a course spanning one or two semesters.

Reply With Quote
 
  #118 (permalink)
Elite Member
Philadelphia + NJ/US
 
Futures Experience: Beginner
Platform: quantstrat
Favorite Futures: ETFs
 
Posts: 52 since Aug 2014
Thanks: 4 given, 39 received


SMCJB View Post
So to recap we have
An Introduction to Statistical Learning with Applications in R (aka 'ISL')
and
The Elements of Statistical Learning: data mining, inference, and prediction. 2nd Edition. (aka 'ESL')

If your curious what the difference is the Preface to ISL says...
One of the first books in this area—The Elements of Statistical Learning
(ESL) (Hastie, Tibshirani, and Friedman)—was published in 2001, with a
second edition in 2009. ESL has become a popular text not only in statistics
but also in related fields. One of the reasons for ESL’s popularity is
its relatively accessible style. But ESL is intended for individuals with advanced
training in the mathematical sciences. An Introduction to Statistical
Learning (ISL) arose from the perceived need for a broader and less technical
treatment of these topics. In this new book, we cover many of the
same topics as ESL, but we concentrate more on the applications of the
methods and less on the mathematical details. We have created labs illustrating
how to implement each of the statistical learning methods using the
popular statistical software package R. These labs provide the reader with
valuable hands-on experience.
This book is appropriate for advanced undergraduates or master’s students
in statistics or related quantitative fields or for individuals in other
disciplines who wish to use statistical learning tools to analyze their data.
It can be used as a textbook for a course spanning one or two semesters.

Also, because Elements of Statistical Learning has no implementation examples in it.

Reply With Quote
 
  #119 (permalink)
Elite Member
tel aviv
 
Futures Experience: Advanced
Platform: Multicharts, SC
Favorite Futures: es
 
Posts: 34 since Jun 2009
Thanks: 4 given, 1 received


IlyaKipnis View Post
For the first two, look at the code you wrote.
For TTR, I told Windows users to go down to 3.0.3

Ilya
i fixed my code and downgraded to 3.0.3 and yet ,
when using install_github(repo="IKTrading", username="IlyaKipnis") i get a Warning message:
Username parameter is deprecated. Please use IlyaKipnis/IKTrading

and when using install_github(repo="DSTrading", username="IlyaKipnis”) i am getting a + sign

i will appriciate your kind help as a newbee with R
thanks!

Reply With Quote
 
  #120 (permalink)
Elite Member
Philadelphia + NJ/US
 
Futures Experience: Beginner
Platform: quantstrat
Favorite Futures: ETFs
 
Posts: 52 since Aug 2014
Thanks: 4 given, 39 received



giladbi View Post
Ilya
i fixed my code and downgraded to 3.0.3 and yet ,
when using install_github(repo="IKTrading", username="IlyaKipnis") i get a Warning message:
Username parameter is deprecated. Please use IlyaKipnis/IKTrading

and when using install_github(repo="DSTrading", username="IlyaKipnis”) i am getting a + sign

i will appriciate your kind help as a newbee with R
thanks!

I ran that same line and could not replicate the warning. You might have tried it right when I was updating the package, not sure. Try again. Also, after that, type require(IKTrading). If it loads, you're fine.

Reply With Quote
The following user says Thank You to IlyaKipnis for this post:

Reply



futures io > > > > Webinar: An Introduction To R for Trading w/Ilya Kipnis

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Jigsaw Trading: TBA

Elite only

FuturesTrader71: TBA

Elite only

NinjaTrader: TBA

Jan 18

RandBots: TBA

Jan 23

GFF Brokers & CME Group: Futures & Bitcoin

Elite only

Adam Grimes: TBA

Elite only

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Webinar: Introduction to C# and Ninjascript Programming, Feb 23rd @ 1:00PM Eastern shodson The Elite Circle 67 December 2nd, 2014 08:44 PM
Webinar: FuturePath Trading and PhotonTrader introduction w/Damon Pavlatos Big Mike Reviews of Brokers and Data Feeds 47 February 7th, 2014 12:03 PM
Webinar: MultiCharts and Zen-Fire Introduction Big Mike MultiCharts 12 October 4th, 2012 02:15 PM
Webinar Trading Video: Live Trading and Technical Analysis of EuroStoxx 50 max-td Trading Reviews and Vendors 1 March 13th, 2010 07:35 AM
Introduction: Sim trading S&P with Ninja traders SOM123 Traders Hideout 5 December 13th, 2009 11:27 AM


All times are GMT -4. The time now is 02:28 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-17 in 0.14 seconds with 20 queries on phoenix via your IP 54.82.56.95