Welcome to Scribd, the world's digital library. Read, publish, and share books and documents. See more
Download
Standard view
Full view
of .
Save to My Library
Look up keyword or section
Like this
5Activity
0 of .
Results for:
No results containing your search query
P. 1
Quantitative Trading Strategies in R Part 1 of 3

Quantitative Trading Strategies in R Part 1 of 3

Ratings: (0)|Views: 4,236|Likes:
Published by lycancapital
Quantitative Trading Strategies in R

Part 1 of 3
Quantitative Trading Strategies in R

Part 1 of 3

More info:

Published by: lycancapital on Dec 24, 2012
Copyright:Attribution Non-commercial

Availability:

Read on Scribd mobile: iPhone, iPad and Android.
download as PDF, TXT or read online from Scribd
See more
See less

07/20/2013

pdf

text

original

 
40 60 80 100 120406080
mm
 
Computational Finance and Risk Management
Quantitative Trading Strategies in R
Part 1 of 3
Guy Yollin
Principal Consultant, r-programming.orgVisiting Lecturer, University of Washington
Guy Yollin(Copyright
© 
2011)Quantitative Trading Strategies in Rquantstrat-I 1 / 72
 
40 60 80 100 120406080
mm
 
40 60 80 100 120406080
mm
 
Packages for trading system development in R
Data access, charting, indicatorsTime series objectsQuantitative trading rules and trading accoutingPerformance metrics and graphs
zoo
: ordered observations
xts
: extensible time series
TTR
: technical trading rules
quantmod
: quantitative financial modelling framework
blotter 
: tools for transaction-oriented trading systems development
quantstrat
: quantitative strategy model framework
PerformanceAnalytics
: Econometric tools for performance and risk analysis
Guy Yollin(Copyright
© 
2011)Quantitative Trading Strategies in Rquantstrat-I 3 / 72

Activity (5)

You've already reviewed this. Edit your review.
1 hundred reads
doncalpe liked this
davidpu liked this
Ong Heeseng liked this
tommeneok liked this

You're Reading a Free Preview

Download
/*********** DO NOT ALTER ANYTHING BELOW THIS LINE ! ************/ var s_code=s.t();if(s_code)document.write(s_code)//-->