GitHub - timtrice/backtesting-strategies: Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages

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Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages

timtrice.github.io/backtesting-strategies/

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Name		Name	Last commit message	Last commit date
Latest commit History 20 Commits
R		R
.gitignore		.gitignore
Cl-SMA20-Crossover.Rmd		Cl-SMA20-Crossover.Rmd
_001-quantstrat.Rmd		_001-quantstrat.Rmd
_002-quantstrat-ii.Rmd		_002-quantstrat-ii.Rmd
_02-basic-strategy.Rmd		_02-basic-strategy.Rmd
_03-basic-strategy-ii.Rmd		_03-basic-strategy-ii.Rmd
_Cl-SMA20-Crossover.Rmd		_Cl-SMA20-Crossover.Rmd
_bollinger.bands.Rmd		_bollinger.bands.Rmd
_bookdown.yml		_bookdown.yml
_connors.rsi.2.Rmd		_connors.rsi.2.Rmd
_output.yml		_output.yml
about.Rmd		about.Rmd
analyzing-results.Rmd		analyzing-results.Rmd
basic-strategy.Rmd		basic-strategy.Rmd
custom_styles.css		custom_styles.css
data-quality.Rmd		data-quality.Rmd
errors-warnings.Rmd		errors-warnings.Rmd
get-symbols.Rmd		get-symbols.Rmd
index.Rmd		index.Rmd
introduction.Rmd		introduction.Rmd
monte-carlo-analysis.Rmd		monte-carlo-analysis.Rmd
obtaining-resources.Rmd		obtaining-resources.Rmd
parameter-optimization.Rmd		parameter-optimization.Rmd
simple-sma.Rmd		simple-sma.Rmd
stock-book.Rproj		stock-book.Rproj
stop-loss-optimization.Rmd		stop-loss-optimization.Rmd
stop-loss.Rmd		stop-loss.Rmd
trailing-stop.Rmd		trailing-stop.Rmd
walk-forward-analysis.Rmd		walk-forward-analysis.Rmd