20160827 open community camp

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<ul><li><p>Be A GambleR</p><p>Chia-Chi@OpenCommunityCamp</p><p>20160827</p></li><li><p> ... ... </p><p>TW.R &amp; MLDM Monday </p></li><li><p>TW.R &amp; MLDM Monday 2012/09 ... 2012/10/15</p><p> 10 ... ... </p><p> &amp; ... ... ?</p><p>http://slides.com/chia-chichang/tw-r-2#/1</p></li><li><p> ... ... ... </p></li><li><p> ... ... ... </p><p> ... </p><p>http://shop.oreilly.com/product/0636920018483.do</p></li><li><p> ... ... </p></li><li><p>Logo ! Logo </p><p> ... !</p></li><li><p> ... TW.R &amp; MLDM Monday</p><p> ... ...</p></li><li><p>11</p><p>http://www.meetup.com/Taiwan-R/</p><p>http://www.meetup.com/Taiwan-R/http://www.meetup.com/Taiwan-R/</p></li><li><p> ... RLadies ... </p><p> Yen + 1 () </p></li><li><p>14</p></li><li><p> ... George@ ... ... ... </p><p>https://www.youtube.com/watch?v=zXtW9fQdauQ</p></li><li><p> ... ... ... XD</p><p> ... ... ... </p></li><li><p> ... ... Cover quantmod &amp; quantstrat</p></li><li><p> ... </p></li><li><p> ... </p></li><li><p> ... </p></li><li><p> ... </p></li><li><p> ... </p><p> pattern</p></li><li><p> ... </p></li><li><p> (Prediction)</p><p> (Position Sizing) </p></li><li><p>(1) Versus (2) Versus </p></li><li><p> TraderBuy-Side / Sell-Side</p><p>Trend Follower / Mean Reversionhigh p, low WLR / low p, High WLR</p></li><li><p> ...... </p></li><li><p> Traders: Type I (Trend Follower)</p><p> Type II (Mean Reversion) </p></li><li><p> Versus E = pW - (1-p)L - T &gt; 0</p></li><li><p> Versus T = 0, WLR = W/L</p><p>p &gt; 1 / (1+WLR) </p></li><li><p> ... </p></li><li><p> coin tossing ... </p></li><li><p> ... </p></li><li><p> ... </p></li><li><p> ... P(H) = ? and P(T) = ?</p><p>P(H| ?? ) = ? and P(T | ??) = ?</p></li><li><p> ... "" </p><p>( )</p></li><li><p> pattern </p></li><li> tidyr:: gather -&gt; </li><li><p> ... ? </p></li><li><p>P(Xt | Xt-1)</p></li><li><p>P(Xt | Xt-k)</p></li><li><p>E = W*p - L*(1-p)</p></li><li><p> ... W =? L =?</p></li><li><p>Avoid OverfittingWalk Forward Analysis</p></li><li><p>Walk Forward Analysis</p></li><li><p> pattern Stopping Time </p></li><li><p>https://datasci-info.github.io/JihSunRBasic20160724/3_RViz_201608/example/lottery.htmlhttps://datasci-info.github.io/JihSunRBasic20160724/3_RViz_201608/example/lottery.html</p></li><li><p> ... </p><p> pattern </p></li><li><p>P(DISTt | DISTt-1)</p></li><li><p> ... ...</p><p> ETL &amp; DataViz </p><p>https://www.facebook.com/datasci.info/http://seminars.tca.org.tw/D15l00630.aspx</p></li><li><p>quantmod 101zoo / xts / TTR</p></li><li><p>Key Features in quantmod Time Series Object: zoo, xts Data Importers: getSymbols Technical Analysis: TTR Draw Candlestick Lines: chartSeries</p></li><li><p>quantstrat 101quantmod / blotter / FinancialInstrument /</p><p>PerformanceAnalytics / foreach</p><p>https://r-forge.r-project.org/R/?group_id=316</p><p>https://r-forge.r-project.org/R/?group_id=316https://r-forge.r-project.org/R/?group_id=316</p></li><li><p>Key Features in quantstrat Strategy Construction Tools:</p><p> Indicator Signal Rule</p><p> Transaction-Oriented Trading Systems: [blotter] Portiforlio [blotter] Account [quantstrat] Order</p></li><li><p> ... ... R ... </p><p>R.NET &amp; MRO &amp; MRS</p><p>( Win APIs)</p></li><li><p>https://rdotnet.codeplex.com/</p></li><li><p> ... microsoft-r-open-blas </p><p>intel MKL (RevoMath in ArchLinux)</p></li><li><p>https://github.com/nuest/docker-mro</p></li><li><p> !c3h3.tw@gmail.com</p></li><li><p> ... Cluster ... </p><p> PhillipZ Docker ... </p><p> ... ... !</p></li><li><p> Docker Swarm Cluster Nvidia Docker Deep Learning ... </p><p>https://mail.google.com/mail/u/0/#inbox/156c936f605173fd</p></li></ul>