tradesys: Trading System Modelling

A framework for modelling trading systems in R

AuthorRobert Sams <robert@sanctumfi.com>
Date of publicationNone
MaintainerRobert Sams <robert@sanctumfi.com>
LicenseGPL
Version0.1

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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

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