Users can build and test customized quantitative trading strategies. Some quantitative trading strategies are already implemented, e.g. various movingaverage filters with trend following approaches. The implemented class called "Strategy" allows users to access several methods to analyze performance figures, plots and backtest the strategies. Furthermore, custom strategies can be added, a generic template is available. The custom strategies require a certain input and output so they can be called from the Strategyconstructor.
Package details 


Author  Julian Busch 
Maintainer  Julian Busch <[email protected]> 
License  GPL 
Version  1.0.1 
Package repository  View on GitHub 
Installation 
Install the latest version of this package by entering the following in R:

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