If you're not so concerned with the "that are in R" part of your question, the poster child for such success is Jim Simon's Medallion fund at Rennaissance:
http://www.bloomberg.com/apps/news?pid=20601213&sid=aq33M3X795vQ&refer=home-- Tony Plate
zubin wrote:
> Hello, this may be a question that cannot be answered. But using
> advanced data mining algorithms that are in R and merging with real time
> data feeds - is anyone out there actually making any excess returns
> (adjusted for risk) in the markets?
>
> _______________________________________________
>
R-SIG-Finance@... mailing list
>
https://stat.ethz.ch/mailman/listinfo/r-sig-finance> -- Subscriber-posting only.
> -- If you want to post, subscribe first.
>
_______________________________________________
R-SIG-Finance@... mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance-- Subscriber-posting only.
-- If you want to post, subscribe first.
