The Altair Community is migrating to a new platform to provide a better experience for you. In preparation for the migration, the Altair Community is on read-only mode from October 28 - November 6, 2024. Technical support via cases will continue to work as is. For any urgent requests from Students/Faculty members, please submit the form linked here
"Rapidminer R extension Example for finance"
neuralconcept
Member Posts: 4 
Contributor I
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
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
Tagged:
0
Answers
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