Connecting R to an Oracle database with RJDBC

In many circumstances, you might want to connect R directly to a database to store and retrieve data.  If the source database is an Oracle database, you have a number of options: ROracle RODBC RJDBC   Using ROracle should theoretically provide you with the best performing client, as this library is a wrapper around the

By |2012-11-22T11:00:36-05:00November 22nd, 2012|Consulting, Programming|8 Comments
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Retrieving the VIX term structure in R

  Much of my time lately has gone into analyzing and trading products in the volatility complex.  As a result, I regularly watch the VIX term structure for continuations or deviations from trend.  To make analysis simpler, I've written some R code that rips the term structure off the CBOE VIX term structure page and

By |2012-11-05T07:22:44-05:00November 5th, 2012|Consulting, Programming|1 Comment
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