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 ...

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 ...

First of all, welcome to my blog! I will write posts about trading, quantitative and algorithmic trading, programming and everything else what is on my mind. Feel free to comment and give suggestions how to improve this blog. Thank you! Well, one of th...

(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...

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