About

This is a new home for SystematicInvestor blog it was previously hosted at Wordpress. I’m making this move to simplify / automate / ease / speed up process of sharing my ideas / blogging.

This blog is a collection of my thoughts that I want to share without any warranties or guarantees. For more details, please visit About Blog post.

This blog is hosted on GitHub Pages and is written using R Markdown. For more details, please visit Setup Steps post.

I use R for most of my research and created a Toolbox to help test new ideas. I.e. Systematic Investor Toolbox (SIT) is a collection of tools that I use in my investment research.

There are two ways to load Systematic Investor Toolbox (SIT) functionality:

Please make sure that curl package is already installed and if not, please execute

install.packages('curl', repos = 'http://cran.r-project.org')

First method is to install Systematic Investor Toolbox (SIT) package

###############################################################################
# Install Systematic Investor Toolbox (SIT) package
# github.com/systematicinvestor/SIT
###############################################################################

# please first install SIT.date
devtools::install_github('systematicinvestor/SIT.date')

library(curl)
curl_download('https://github.com/systematicinvestor/SIT/raw/master/SIT.tar.gz', 'sit',mode = 'wb',quiet=T)
install.packages('sit', repos = NULL, type='source')

and next load Systematic Investor Toolbox (SIT) library

library(SIT)

Second method is to download source code and load it into R session

###############################################################################
# Load Systematic Investor Toolbox (SIT)
# github.com/systematicinvestor/SIT
###############################################################################
library(curl)
con = gzcon(curl('https://github.com/systematicinvestor/SIT/raw/master/sit.gz','rb'))
	source(con)
close(con)

Both methods are equivalent. If you want to keep Systematic Investor Toolbox (SIT) always up-to-date second method is way to go. If you want to just to get Systematic Investor Toolbox (SIT) first method is easier because you only download it once, and later on just load Systematic Investor Toolbox (SIT) with library(SIT) command.

Once Systematic Investor Toolbox (SIT) is loaded, using either of two methods above, you can for example test sample functionality of plota.test() function.

 
###############################################################################
# Example Usage:
###############################################################################
# Run a plot test
plota.test()

In some of my coding I also use a mixture of these two methods. See below:

###############################################################################
# Load Systematic Investor Toolbox (SIT)
# github.com/systematicinvestor/SIT
###############################################################################
library(curl)
if(!file.exists('../sit'))
	curl_download('https://github.com/systematicinvestor/SIT/raw/master/sit.gz', '../sit',mode = 'wb',quiet=T)
con = gzcon(file('../sit', 'rb'))
	source(con)
close(con)

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