This is the third post in the Backtesting in Excel and R series and it will show how to backtest a simple strategy in R. It will follow the 4 steps Damian outlined in his post on how to backtest a simple strategy in Excel.Step 1: Get the dataThe ...

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This is the third post in the Backtesting in Excel and R series and it will show how to backtest a simple strategy in R. It will follow the 4 steps Damian outlined in his post on how to backtest a simple strategy in Excel.Step 1: Get the dataThe ...

The cornerstone of your analysis and quantitative trading algorithms are data. There are lots of different ways how to do it in R (depending of what your investment instruments are). Today I am going to download data from finance.yahoo which are stock ...

A couple of quick notes about some upcoming R courses: In Vancouver, Canada, R trainer Isabella Ghement is presenting two R courses: An Introduction to the Statistical Software Package R, 8:30am-4:30pm, March 30-31, 2011, Vancouver, B.C., Canada (http://www.ghement.ca/RworkshopMarch30and31_2011.html) Advanced Statistical Modeling Using the Statistical Software Package R, 8:30am-4:30pm, May 5-6, 2011, Vancouver, B.C., Canada (http://www.ghement.ca/RworkshopMay5and6_2011.html); And in Seattle, Washington...

(This is a guest post by Damian from Skill Analytics and ETF Prophet) Let me start by saying that I’m not an expert in backtesting in Excel – there are a load of very smart bloggers out there that have, as I would say, “mad skillz” at working with Excel including (but not limited to) Michael Stokes over...

(This is a guest post by Damian from Skill Analytics and ETF Prophet)Let me start by saying that I’m not an expert in backtesting in Excel – there are a load of very smart bloggers out there that have, as I would say, “mad skillz” at working with Excel including (but not limited to) Michael Stokes over...

Could any R expert here help me to vectorize my for loop? Thanks in advance for your favor. The reason I am in trouble is the variable inside my "for" function are updated after each loop, which makes me feel difficult to use lapply, sapply or whatever. Simplifed codes are listed below:for (i in 1:N) { #N could be...