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
ivanliu1989/RQuantTrader documentation built on Sept. 13, 2019, 11:54 a.m.