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 <brian@braverock.com>
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")

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