Setup R for experimenting with algotrading on Windows 10 (part 1)

Quantmod library is one of my first darlings in the exploratory experiments that I did for quantitative finance. I’d previously read about algotrading and all, but what sparked my interest really further were two things:

Photo by Priscilla Du Preez on Unsplash
  • VPRO documents on quantitative finance (Youtube)
  • especially the VPRO doc ‘The Alchemists of Wall Street
  • availability and ease of use of R and RStudio

I wanted to put my hands in the ‘savi’ (kädet saveen!) as Finns say. Pop your hood open and start meddling with things. Experimentation is the only thing that carries any digital trade forward.

Photo by SwapnIl Dwivedi on Unsplash

What is needed on Windows 10 to run R programs?

R is an interpreter, and it’s also a runtime. If you already have R installed, skip to next part!

Quick rundown of R tools

R is quite simple. Take a look at the folder and file structure:

C:\Program Files\R>dir /s /b R*.exe
C:\Program Files\R\R-4.0.2\bin\R.exe
C:\Program Files\R\R-4.0.2\bin\Rscript.exe
C:\Program Files\R\R-4.0.2\bin\i386\R.exe
C:\Program Files\R\R-4.0.2\bin\i386\Rcmd.exe
C:\Program Files\R\R-4.0.2\bin\i386\Rfe.exe
C:\Program Files\R\R-4.0.2\bin\i386\Rgui.exe
C:\Program Files\R\R-4.0.2\bin\i386\Rscript.exe
C:\Program Files\R\R-4.0.2\bin\i386\RSetReg.exe
C:\Program Files\R\R-4.0.2\bin\i386\Rterm.exe
C:\Program Files\R\R-4.0.2\bin\x64\R.exe
C:\Program Files\R\R-4.0.2\bin\x64\Rcmd.exe
C:\Program Files\R\R-4.0.2\bin\x64\Rfe.exe
C:\Program Files\R\R-4.0.2\bin\x64\Rgui.exe
C:\Program Files\R\R-4.0.2\bin\x64\Rscript.exe
C:\Program Files\R\R-4.0.2\bin\x64\RSetReg.exe
C:\Program Files\R\R-4.0.2\bin\x64\Rterm.exe

The main work horse you will be working with is ‘R.exe’

Naturally the R software installer also automatically sets up .dll libraries and does some registry keys for making sure R environment is properly set up, but you don’t usually need to do anything manually regarding these.

Photo by Todd Quackenbush on Unsplash

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