FXQuantTrader

Toronto

Age: 30

Self taught R and C++ programmer.

Why do I love R?

IMHO, R's strengths over the most popular alternatives, Python and Julia (to a lesser extent for now, until the libraries grow), include the richness of its financial libraries, combined with Rcpp.

xts, data.table, quantmod, quantstrat, Rcpp are just truly amazing libraries. Kudos to the authors. Shiny is also an amazing contribution which allows for the creation of some very helpful visualisations of financial time series data.

So what if 'basic' R is slow for programmers of other scripting languages. If you're clever, most problems in the realm of quantitative finance and trading can be solved fast via R and the above mentioned libraries.