tradesys: Trading System Modelling

A framework for modelling trading systems in R

Author
Robert Sams <robert@sanctumfi.com>
Date of publication
None
Maintainer
Robert Sams <robert@sanctumfi.com>
License
GPL
Version
0.1

View on R-Forge

Man pages

datasets
Demo Data
expr.frame
Expression Frames
inside
Evaluate a List of Expressions in a Data Environment
OptimalLeverage
Optimal Leverage
prices
Combining Multiple Price Vectors
RoR-PnL
Returns and Profit/Loss
signalmap
Translating between Signals, States and Phases
splice
Splice and Smooth a Timeseries
tsr
Trading System Returns

Files in this package

tradesys
tradesys/NAMESPACE
tradesys/readme.txt
tradesys/data
tradesys/data/gbpusd.RData
tradesys/data/spx.RData
tradesys/R
tradesys/R/pnl.R
tradesys/R/ror.R
tradesys/R/splice.R
tradesys/R/prices.R
tradesys/R/utils.R
tradesys/R/tsr.R
tradesys/R/signalmap.R
tradesys/R/changemap.R
tradesys/R/OptimalF.R
tradesys/R/inside.R
tradesys/R/test.helper.R
tradesys/R/splooth.R
tradesys/R/phasemap.R
tradesys/R/statemap.R
tradesys/R/Kelly.R
tradesys/R/expr.frame.R
tradesys/tests
tradesys/tests/run.tests.R
tradesys/inst
tradesys/inst/tests
tradesys/inst/tests/rorTest.R
tradesys/inst/tests/insideTest.R
tradesys/inst/tests/sploothTest.R
tradesys/inst/tests/spliceTest.R
tradesys/inst/tests/pricesTest.R
tradesys/inst/tests/statemapTest.R
tradesys/inst/tests/pnlTest.R
tradesys/inst/examples
tradesys/inst/examples/systems.R
tradesys/inst/doc
tradesys/inst/doc/tradesys.pdf
tradesys/inst/doc/tradesys.Rnw
tradesys/DESCRIPTION
tradesys/man
tradesys/man/inside.Rd
tradesys/man/prices.Rd
tradesys/man/datasets.Rd
tradesys/man/splice.Rd
tradesys/man/RoR-PnL.Rd
tradesys/man/tsr.Rd
tradesys/man/expr.frame.Rd
tradesys/man/OptimalLeverage.Rd
tradesys/man/signalmap.Rd