I used the OECD.org API to obtain macroeconomic data.
Hi. I'm doing an analysis using currency tick data, and the sample size is 12 million data per year. It's in memory, but it's very inefficient because it takes a lot of time to process each one of them when we try to do complicated processing. This time, I would like to introduce the way to compile functions written in C++ as functions on R using Rcpp package to increase the processing speed.
I'm sure that if you are a quants and are planning a new strategy, you may want to backtest to see its performance. In this post, I've looked at the impact of backtesting overfitting on out-of-sample performance and compiled a reminder.