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Quantitative Trading Strategies in R Part 3 of 3

Quantitative Trading Strategies in R Part 3 of 3

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Published by lycancapital
Quantitative Trading Strategies in R

Part 3 of 3
Quantitative Trading Strategies in R

Part 3 of 3

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Published by: lycancapital on Dec 24, 2012
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09/12/2013

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Computational Finance and Risk Management
Quantitative Trading Strategies in R
Part 3 of 3
Guy Yollin
Principal Consultant, r-programming.orgVisiting Lecturer, University of Washington
Guy Yollin(Copyright
© 
2011)Quantitative Trading Strategies in Rquantstrat-III 1 / 68
 
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Lecture references
TradeAnalytics project page on R-forge:
documents and demos for:
blotter packagequantstrat package
R-SIG-FINANCE:
Kent Russell’s Timely Portfolio blog:
6-part quantstrat example
Guy Yollin(Copyright
© 
2011)Quantitative Trading Strategies in Rquantstrat-III 3 / 68

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