Developing Trading Robots

A very modern programming language used by more and more quantitative trading firms is R. It actually proves the opportunity to work and display very interesting concepts for traders and investors.


It is possible to do own calculations according to personal wishes and preferences. It is also possible to scale, analyse and calculate data with a lot of information and then send signals to the broker. In between there can be specific trading models for performance, risk and modeling.


There are some packages (there are more than 30.000 pre developed packages for this programming language R) even for daily trading (day-trading, per se similar to high frequency trading), when decision makers want to make their allocation decision daily on an more advanced basis, rather than a simple buy and hold strategy.


Check this out:


https://cran.r-project.org/web/packages/highfrequency/highfrequency.pdf


Description Provide functionality to manage, clean and match highfrequency trades and quotes data, calculate various liquidity measures, estimate and forecast volatility, detect price jumps and investigate microstructure noise and intraday periodicity.


https://github.com/algoquant/HighFreq


Package ‘TTR’ allows almost all typical indicator variations in broker platforms available, only that if you can do R, you can make customized solutions and fine tune it.

September 1, 2020 Type Package Title Technical Trading Rules Version 0.24.2 Author of this package: Joshua Ulrich Suggests

Description A collection of over 50 technical indicators for creating technical trading rules. The pack- age also provides fast implementations of common rolling-window functions, and several volatility calculations. URL https://github.com/joshuaulrich/TTR


ATR; ADX over Volatility, TRIX, Moving Averages ect. all possible within this environment.

Ansonsten ist das TTR Package ganz nützlich für technische Signale, PerformanceAnalytics für alle Art von Performancerechnung.


Erwähnenswert sind auch quanttools und quantstrat:


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