marsanul/quantstrat: Quantitative Strategy Model Framework

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

Getting started

Package details

AuthorPeter Carl, Brian G. Peterson, Joshua Ulrich, Jasen Mackie, Jan Humme
MaintainerBrian G. Peterson <brian@braverock.com>
LicenseGPL-3
Version0.16.7
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("marsanul/quantstrat")
marsanul/quantstrat documentation built on Aug. 10, 2020, 12:45 a.m.