Open-sourcing some of my automation code

February 19, 2011
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(This article was first published on The Average Investor's Blog » R, and kindly contributed to R-bloggers)

To automate my trading I use a mix of scripts. Everything goes – R, Python, shell, C++, etc. For some time now I have been satisfied with the tools I have created. They run once a day, gather data from EODDATA, update the database, run some R magic to decide what needs to be done for trading and finally, I get an email with the report. Good enough for me!

All the tools are available from the quantscript project at Google code. Be aware that this is work in very early progress, and be aware that this is not for mass use – you need to know what you are doing. ;) In any case, I hope these scripts prove useful in your trading!


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