quants-ch/Strategy: Generic Framework to Analyze Trading Strategies

Users can build and test customized quantitative trading strategies. Some quantitative trading strategies are already implemented, e.g. various moving-average 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 Strategy-constructor.

Getting started

Package details

AuthorJulian Busch
MaintainerJulian Busch <jb@quants.ch>
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
quants-ch/Strategy documentation built on May 26, 2019, 4:37 p.m.