QuantTools: Enhanced Quantitative Trading Modelling

Download and organize historical market data from multiple sources like Yahoo (<https://finance.yahoo.com>), Google (<https://www.google.com/finance>), Finam (<https://www.finam.ru/profile/moex-akcii/sberbank/export/>), MOEX (<https://www.moex.com/en/derivatives/contracts.aspx>) and IQFeed (<https://www.iqfeed.net/symbolguide/index.cfm?symbolguide=lookup>). Code your trading algorithms in modern C++11 with powerful event driven tick processing API including trading costs and exchange communication latency and transform detailed data seamlessly into R. In just few lines of code you will be able to visualize every step of your trading model from tick data to multi dimensional heat maps.

Getting started

Package details

AuthorStanislav Kovalevsky
MaintainerStanislav Kovalevsky <so.kovalevsky@gmail.com>
URL https://quanttools.bitbucket.io
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

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QuantTools documentation built on Oct. 23, 2020, 7:54 p.m.