They are both open-source and excel at data analysis. R and Python are the most popular Data Science languages. Exploring mean reversion and cointegration with Zorro and R: part 1 13.Shape Created with Sketch.Exploring Mean Reversion and Cointegration: Part 2 13.7k views.Time Series Analysis: Fitting ARIMA/GARCH predictions profitable for FX? 14.3k views.Demystifying the Hurst Exponent – Part 2 15.8k views.Deep Learning for Trading Part 1: Can it Work? 16.4k views.Dual Momentum Investing: A Quant’s Review 16.6k views.Hurst Exponent for Algorithmic Trading 16.9k views.How to Run Trading Algorithms on Google Cloud Platform in 6 Easy Steps 19.4k views.How to Connect Google Colab to a Local Jupyter Runtime 37.9k viewsĪdventures in Feature Selection 29.5k views.Any objects created within the Python session are available in the R session via the py object. You can also open an interactive Python session within R by calling reticulate::repl_python(). Notice that my numpy array is created using R list objects in a manner analogous to Python lists: np.array(, ]). Importing Python modules with reticulate::import() produces the same behaviour: np <- import("numpy") ![]() Notice that to use the def from the Python session embedded in my R session, I had to ask for it using py$object_name – this is different than if I sourced a Python file directly, in which case the Python function becomes available directly in the R session (ie I don’t need py$). # 10 ICE Intercontinental Exchange Inc 2.18% I now have the get_holdings function in my R session, and can call it as if it were an R function attached to the py object that reticulate creates to hold the Python session: library(tidyverse) I have a Python script, download_spdr_holdings.py for scraping ETF constituents from the SPDR website: """download ETF holdings to csv file"""ĭf = pd.read_csv(url, skiprows=1).to_csv(f': import pandas as pdĭf = pd.read_csv(url, skiprows=1, usecols=) It’s trivial and we could replace this Python script with R code in no time at all, but I’m sure you have more complex Python scripts that you don’t feel like re-writing in R… Scraping ETF Constituents with Python from R Studio
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