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An example of a trading strategy coded in R

October 6, 2015
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An example of a trading strategy coded in R

Back-testing of a trading strategy can be implemented in four stages. Getting the historical data Formulate the trading strategy and specify the rules Execute the strategy on the historical data Evaluate performance metrics In this post, we will back-test our trading strategy in R. The quantmod package has made it really easy to pull historical... The post An example of...

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How to Design Quant Trading Strategies Using R?

July 30, 2015
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How to Design Quant Trading Strategies Using R?

This blog covers in brief the concept of strategy back-testing using R. Before dwelling into the trading jargons using R let us spend some time understanding what R is. R is an open source. There are more than 4000 add on packages,18000 plus members of LinkedIn’s group and close to 80 R Meetup groups currently... The post How to Design...

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