[R-SIG-Finance] Building a GUI with R

[Rory.WINSTON at rbs.com]

Alex

This is something I have been looking at as well. You can embed an R interpreter instance pretty easily (see the extension dev guide for details). The only snag I have seen so far is due to the single-threaded interpreter, writing reentrant applications (i.e. where different GUI event handlers may need to call back into the same interpreter instance concurrently) may be a challenge. I'm currently looking at ways around this, although its not trivial.


-----Original Message-----
From: r-sig-finance-bounces at stat.math.ethz.ch [mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of Alex Park
Sent: 06 October 2008 11:27
To: r-sig-finance at stat.math.ethz.ch
Subject: [R-SIG-Finance] Building a GUI with R

Hello

I am a private investor and have been wondering about the feasibility of building my own personal piece of software to help with my investing. In particular, I am thinking of a desktop application that has the following
features:

- Ability to open up a number of charts and be able to select markets / stocks from a pre-populated list

- Ability to have a trading log so I can book my own trades and see my annualised returns and how this compares to various benchmarks

- Ability to link to a variety of data sources (e.g. FRED) and financial news sources etc.

- Statistical framework so I can easily compare correlations within markets, perform regressions etc.

As a bit of background, I used to do some of this in Excel in a crude way using VBA. Then I discovered R and started investigating .NET (VB, C#, C++).
I think R is terrific for analysis and the functions it offers are great e.g. getting Yahoo quotes, accessing FRED database etc.

What I'd like to do is build my own software in .NET (e.g. build trading log GUI, place my daily market data within database etc.) but also have access to R from within the software so that I can use it to build sophisticated charts, do stats analysis, connect to different data sources e.g. Yahoo etc.

My question is: does this seem like a step to far for an amateur programmer like me and / or does anybody have an experience in doing similar and could advise on (a) whether .NET is best way to go, and (b) potential pitfalls.

Any comments gladly received.

Regards

Alex

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