timtrice/backtesting-strategies
Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages
HTML
Watchers
- abiank
- astral6
- brightgemsShanghai
- elliotasternPortland, Oregon
- exit2911
- fderyckelLusaka, Zambia
- hsm207@weaviate
- hxdhanbeijing
- jedi108Moscow
- jhcloos
- jxu86
- lcotaSan Francisco
- miceliRio de Janeiro
- OscarMackSelect Equity Group
- rjdscottNew York, New York
- RobHaywardUK
- SantoshSrinivas79
- timelyportfolioavailable
- timtriceHouston, TX
- txzhou
- xxyjoelBlueArch
- YuanSun