/systemtradeR

Systematic trading in R

Primary LanguageR

systemtradeR

A systematic trading engine in R, based on Robert Carver's Systematic Trading.

  • Full implementation of canonical portfolio management framework per Carver
  • Poloniex integration for historical data and account management (lending, margin, and exchange trading)
  • Limit orders
  • Shiny read-only dashboard
  • Slack alerts
  • Event-driven backtesting in quantstrat (takes a long time)
  • Some parallelization