Users can build and test customized quantitative trading strategies. Some quantitative trading strategies are already implemented, e.g. various moving-average filters with trend following approaches. The implemented class called "Strategy" allows users to access several methods to analyze performance figures, plots and backtest the strategies. Furthermore, custom strategies can be added, a generic template is available. The custom strategies require a certain input and output so they can be called from the Strategy-constructor.

Documentation

Manual: Strategy.pdf
Vignette: The Strategy - Package

Maintainer: Julian Busch <jb at quants.ch>

Author(s): Julian Busch

Install package and any missing dependencies by running this line in your R console:

install.packages("Strategy")

Depends R (>= 3.2.0), xts, zoo, methods, graphics, grDevices, stats, utils
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Package Strategy
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Version 1.0.0
Published 2016-12-09
License GPL
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NeedsCompilation no
Citation
CRAN checks Strategy check results
Package source Strategy_1.0.0.tar.gz