timtrice/backtesting-strategies
Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages
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Stargazers
- anytimecoder
- autotr8de
- balupton@Bevry
- brandcoOmaha, NE
- c0nanh
- elliotasternPortland, Oregon
- enxtZaragoza - Spain
- evanwang1990Shanghai
- fderyckelLusaka, Zambia
- herrold
- IanMadlenyaIreland
- jaelimLos Angeles, California
- joshuaulrichSaint Louis, Missouri, USA
- lcotaSan Francisco
- leeshuhengbeijing
- likso
- llm972
- lnsShenzhen, China
- markcheno
- mkutnyKyiv
- mortensorensenHong Kong
- nikhguptaJaipur, India
- okeeffdpDropbox
- paulhendricks@NVIDIA
- phil8192thr33 black crows
- pmeszaros
- rragChicago, IL
- SantoshSrinivas79
- Semamir
- shithead548Shenzhen, China
- t-kalinowski@posit-pbc
- timelyportfolioavailable
- tzimail
- ukituki
- xingjianpanChina
- zohaadNetherlands