jonaselm/fluxcapacitor: A Quantitative Backtesting Engine

fluxcapacitor is a quantitative backtesting engine that plays nicely within the tidyverse. The package gets its name from the Back to the Future series of films -- like the flux capacitor in Doc Brown's DeLorean, this package aims to facilitate "time travel", allowing financial researchers to simulate the results of trading strategies.

Getting started

Package details

AuthorJonas Elmerraji
MaintainerJonas Elmerraji <jonaselm@stanford.edu>
LicenseGPL-3
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("jonaselm/fluxcapacitor")
jonaselm/fluxcapacitor documentation built on May 16, 2019, 2:53 a.m.