Files in ivanliu1989/RQuantTrader
A collection of functions for pair trading
.DS_Store
.Rbuildignore
.gitignore
DESCRIPTION
LICENSE
NAMESPACE
R/ABTest.R
R/AugmentedDickeyFullerTest.R
R/BollingerBands.R
R/CalculateHedgeRatio.R
R/CandleStickPatterns.R
R/CorrelationTest.R
R/DataPrepare.R
R/EconomicCalendarAnalysis.R
R/FeatureEngineering.R
R/HalfLifeMeanReversion.R
R/HurstExponentTest.R
R/JohansenCointegrationTest.R
R/MachineLearning.R
R/MomentumTest.R
R/OrnsteinUhlenbeckHalfLife.R
R/SearchCointegrationPairs.R
R/TODO/BackTesting.R
R/TODO/BackTestingRealTime.R
R/TODO/InitializeContext.R
R/TODO/MachineLearningSimulation.R
R/TODO/PerformanceAnalytics.R
R/TODO/PerformanceEvaluationEmail.R
R/TODO/QuantstratAccount.R
R/TODO/QuantstratIndicators.R
R/TODO/QuantstratInitialize.R
R/TODO/QuantstratOrders.R
R/TODO/QuantstratPortfolio.R
R/TODO/QuantstratRules.R
R/TODO/QuantstratSignals.R
R/TODO/QuantstratStrategy.R
R/TODO/TradingStrategyFunctions.R
R/TODO/WalkForwardTesting.R
R/TODO/getUserTemplate.R
R/TwitterSentimentAnalysis.R
R/Utilities.R
R/data.R
R/startAlgoTradingOanda.R
README.md
RQuantTrader.Rproj
activesys/backtester.v2.R
activesys/gettingOandaPrices.R
activesys/old/backtester.R
activesys/old/backtesterHourly.R
activesys/old/tradingSystemsDaily.R
activesys/old/tradingSystemsHourly.R
activesys/searchDailyPairsUSD.R
activesys/searchHourlyPairsUSD.R
activesys/tradingSystemsDaily_v2.R
activesys/tradingSystemsDaily_v3.R
activesys/tradingSystemsDaily_v4.R
activesys/tradingSystemsDaily_v5.R
activesys/tradingSystemsHourly_v2.R
activesys/tradingSystemsM15_v3.R
activesys/tradingSystemsM5_v2.R
bloomberg/Backtester.R
bloomberg/BloombergValue.R
bloomberg/MeanReversion.R
bloomberg/backtestResult.RData
bloomberg/backtestResults.R
bloomberg/champion_backtester.R
bloomberg/data/OANDA_101-011-4686012-003.csv
bloomberg/data/demo_data_1year_20150101_20160527.csv - demo_data_1year_20150101_20160527.csv.csv
bloomberg/plot/Backtest_results.png
bloomberg/plot/MeanReversion_1.5_ML6.png
bloomberg/plot/zScore1_threshold1.5.png
bloomberg/plot/zScore1_threshold1.5_ml.png
bloomberg/plot/zScore1_threshold1.5_ml6.png
bloomberg/plot/zScore1_threshold1.5_ml6_sizing.png
bloomberg/plot/zScore1_threshold1.png
bloomberg/plot/zScore1_threshold1_ml8.png
bloomberg/plot/zScore1_threshold2.png
data/AUDUSD.rda
data/AUSYC.rda
data/Bloomberg_Index_Impact_Results.csv
data/CADUSD.rda
data/CANYC.rda
data/SampleTradingDatasetFX.RData
data/SampleTradingDatasetFXOanda.RData
data/SampleUniverse.rda
data/USAYC.rda
data/cleanedBloomBergIndex.RData
data/sp500.rda
man/AUDUSD.Rd
man/AUSYC.Rd
man/AugmentedDickeyFullerTest.Rd
man/BollingerBands.Rd
man/CADUSD.Rd
man/CANYC.Rd
man/CoInterestRateParity.Rd
man/CorrelationTest.Rd
man/HalfLifeMeanReversion.Rd
man/HedgeRatioOLS.Rd
man/HurstExponentTest.Rd
man/JohansenCointegrationTest.Rd
man/OrnsteinUhlenbeckHalfLife.Rd
man/SampleUniverse.Rd
man/USAYC.Rd
man/computeHoldingsPct.Rd
man/createSummarySheet.Rd
man/drawEconomicCalendar.Rd
man/fillMissingData.Rd
man/finIndicatorCommon.Rd
man/finIndicatorHLC.Rd
man/finIndicatorHLCVol.Rd
man/findCorLags.Rd
man/generateCandleStickPatterns.Rd
man/getPriceRatio.Rd
man/getSlope.Rd
man/hello.Rd
man/indexation.Rd
man/loadQuantPackages.Rd
man/make_order_pct.Rd
man/modelBondIRFeatures.Rd
man/modelCandleFeatures.Rd
man/modelMultivariableFeatures.Rd
man/modelPricingFeatures.Rd
man/momentum.Crossover.Rd
man/momentum.MACD.Rd
man/momentum.RSI.Rd
man/prepareForexData.Rd
man/prepareForexOandaData.Rd
man/prepareForexOandaPrices.Rd
man/prepareIBForexPrices.Rd
man/prepareMachinelearningFeatures.Rd
man/prepareMachinelearningFeaturesIG.Rd
man/returnTraining.Rd
man/searchCointegratedPairsOanda.Rd
man/setDataTable.Rd
man/setupNewStrategy.Rd
man/sp500.Rd
man/startAlgoTrading.Rd
man/storeOandaPricing.Rd
man/twitterAnomalyDetect.Rd
man/twitterClusterGraph.Rd
man/twitterEmotionalValence.Rd
man/volatilityTraining.Rd
man/zscores.Rd
man/zscores.ma.Rd
plot/eigenVectorHedgeRatio.png
plot/machinelearning_backtests.png
plot/ml5_cal_0_1.png
plot/ml6_reg_0_1.png
tests/AutomatedSystems/IBDeepLearningMxnet.R
tests/AutomatedSystems/IBH2OEnsembleStacking.R
tests/AutomatedSystems/IBModelEnsemble.R
tests/AutomatedSystems/IBPaperTrading.R
tests/AutomatedSystems/IBPaperTradingIndicators.R
tests/AutomatedSystems/IBPricesOnlyTrading.R
tests/InteractiveBrokersTradingSystems.R
tests/MachineLearningModel_v1.R
tests/ModelResult/AUDCAD_PairTrading_2017-01-13.RData
tests/ModelResult/AUDCAD_PairTrading_2017-01-16.RData
tests/ModelResult/AUDCAD_PairTrading_2017-01-17.RData
tests/ModelResult/AUDCAD_PairTrading_2017-01-18.RData
tests/ModelResult/AUDCAD_PairTrading_2017-01-19.RData
tests/ModelResult/AUDCAD_PairTrading_2017-01-20.RData
tests/ModelResult/AUDCAD_PairTrading_2017-01-24.RData
tests/ModelResult/AUDCAD_PairTrading_2017-01-25.RData
tests/ModelResult/AUDCAD_PairTrading_2017-01-26.RData
tests/ModelResult/AUDCAD_PairTrading_2017-01-30.RData
tests/ModelResult/AUDCAD_PairTrading_2017-01-31.RData
tests/ModelResult/AUDCAD_PairTrading_2017-02-01.RData
tests/ModelResult/AUDCAD_PairTrading_2017-02-02.RData
tests/ModelResult/AUDCAD_PairTrading_2017-02-03.RData
tests/OandaMachineLearning.R
tests/OandaMachineLearningHiddenMarkovModel.R
tests/OandaMachineLearningV2.R
tests/OandaMachineLearningV3.R
tests/OandaMachineLearningV4.R
tests/OandaMachineLearningV5.R
tests/Other/ARIMIA_GARCH.R
tests/Other/BackTestingReport.R
tests/Other/CandleAnalysis.R
tests/Other/DailyReport.R
tests/Other/IBCallBackeWrapper.R
tests/Other/IBRealTimeLoop.R
tests/Other/InteractiveBrokerAPI.R
tests/Other/QuanStratBackTesting.R
tests/Other/QuandlIR.R
tests/Other/TODO.R
tests/Other/TensorFlow/tensorflowSetup.R
tests/Other/Utilities.R
tests/VarAnalysis.R
tests/caret/caretMachineLearningEnsemble.R
tests/h2o/h2oDeeplearningMain.R
tests/old/DemeanedMultiAssetMeanReversions.R
tests/old/FactorAnalysis.R
tests/old/InteractiveBrokersTradingSystemsV2.R
tests/old/MeanReversionTest.xlsx
tests/old/OandaTradingSystems.R
