naturalsmen/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, Jan Humme
MaintainerBrian G. Peterson <[email protected]>
LicenseGPL-3
Version0.10.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("naturalsmen/quantstrat")
naturalsmen/quantstrat documentation built on May 23, 2019, 12:22 p.m.