quantstrat: Quantitative Strategy Model Framework

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

Package details

AuthorPeter Carl, Brian G. Peterson, Joshua Ulrich, Jan Humme
MaintainerBrian G. Peterson <[email protected]>
LicenseGPL-3
Version0.9.1739
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("quantstrat", repos="http://R-Forge.R-project.org")

Try the quantstrat package in your browser

Any scripts or data that you put into this service are public.

quantstrat documentation built on May 31, 2017, 2:35 a.m.