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Rapidminer + R extension Example for finance

Contributor II

Rapidminer + R extension Example for finance

Hi All

I love the power of RapidMiner + R extension, It s an advanced tool that can be used to analyze trading strategies, In order to check its power I made a simple example of using an algorithm based on a support vector machine for predicting the next day's price and based on it, generate buying and selling signals. I have integrated quant indicators, SVM, and finally the strategy is  evaluated.

It is an small tutorial with all code to generate your process. You can find it in my blog

http://aphysicistinwallstreet.blogspot.com/2010/11/example-rapidminer-r-for-trading.html

Any comment is wellcome
1 REPLY
Contributor II

Re: Rapidminer + R extension Example for finance

Hi

I updated the Trading strategy using Genetic algorithms. Now the optimization is based in ROC parameter so now the final results is much better.

http://aphysicistinwallstreet.blogspot.com/2010/12/genetic-optimization-for-trading-using.html

Best Regards