convore.json/groups/rstats/algorithmic-trading-using-r/messages.json

[{"user_id": 10890, "stars": [{"date_created": 1299750132.08814, "user_id": 3135}], "topic_id": 11956, "date_created": 1299747849.082052, "message": "CRAN Task Views has code related to finance and econometrics, but this blog post is more focused: http://xmphforex.wordpress.com/2011/02/12/algorithmic-trading-in-r-available-information/#", "group_id": 6150, "id": 312038}, {"user_id": 10890, "stars": [], "topic_id": 11956, "date_created": 1299747943.1394219, "message": "interesting that a broker has an API for R.", "group_id": 6150, "id": 312043}, {"user_id": 10890, "stars": [], "topic_id": 11956, "date_created": 1302488454.7894371, "message": "microseconds (not milliseconds) matter in statistical arbitrage -- so R might be too slow -- see this paper covering cointegration in the context of financial time series: http://www.cfreer.org/papers/PhysRevE_82-056104.pdf", "group_id": 6150, "id": 617225}, {"user_id": 10890, "stars": [], "topic_id": 11956, "date_created": 1302515358.996264, "message": "Using R to Test Pairs of Securities for Cointegration, Paul Teetor, August 2009: http://quanttrader.info/public/testForCoint.html - uses adf.test function which is implemented in the tseries package. But see also http://cran.r-project.org/web/packages/tsDyn/vignettes/ThCointOverview.pdf", "group_id": 6150, "id": 622652}]