CRAN/E | Strategy

Strategy

Generic Framework to Analyze Trading Strategies

Installation

About

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.

Key Metrics

Version 1.0.1
R ≥ 3.2.3
Published 2017-08-24 2292 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks Strategy results

Downloads

Last 24 hours 1 -86%
Last 7 days 39 +39%
Last 30 days 149 +10%
Last 90 days 391 +10%
Last 365 days 1.743 -42%

Maintainer

Maintainer

Julian Busch

jb@quants.ch

Authors

Julian Busch

Material

README
NEWS
Reference manual
Package source

Vignettes

The Strategy - Package

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

Strategy archive

Depends

R ≥ 3.2.3

Imports

stats
utils
graphics
grDevices
methods
zoo
xts

Suggests

knitr