braverock/quantstrat: Quantitative Strategy Model Framework

Specify, build, and back-test quantitative financial trading and portfolio strategies.

Getting started

Package details

AuthorBrian G. Peterson, Joshua Ulrich, Jasen Mackie, Jan Humme, Peter Carl
MaintainerBrian G. Peterson <brian@braverock.com>
LicenseGPL-3
Version0.25
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("braverock/quantstrat")
braverock/quantstrat documentation built on Sept. 15, 2023, 11:32 a.m.