Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.
Automated Backtesting of Portfolios over Multiple Datasets
Resampling Tools for Time Series Forecasting with Modeltime
Constituent history of the S&P 500 from various data sources
An open-research initiative for DIY investors using the R language.
Backtesting my current US stocks portfolio
Algorithmic Strategy Backtesting
A concise and fast calculation for backtesting (or simulating) stock trading strategies in R. Trade entries by input signals, exits timed for the exact holding period.
R package consisting of functions and tools to facilitate the use of traditional time series and machine learning models to generate forecasts on univariate or multvariate data. Different backtesting scenarios are available to identify the best performing models.
My bachelor's thesis about portfolio VaR forecasting with multivariate factor copula-GARCH models
Back-testing and time series analysis to optimize rotational ETF strategies with downside protection.
Backtesting Bootstrap Value-at-Risk and Expected Shortfall estimates in GARCH models (Master Dissertation)
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