The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.
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.
| Version: | 1.0.1 |
| Depends: | R (≥ 3.2.3) |
| Imports: | stats, utils, graphics, grDevices, methods, zoo, xts |
| Suggests: | knitr |
| Published: | 2017-08-24 |
| DOI: | 10.32614/CRAN.package.Strategy |
| Author: | Julian Busch |
| Maintainer: | Julian Busch <jb at quants.ch> |
| License: | GPL-2 | GPL-3 [expanded from: GPL] |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| CRAN checks: | Strategy results |
| Reference manual: | Strategy.pdf |
| Vignettes: |
The Strategy - Package |
| Package source: | Strategy_1.0.1.tar.gz |
| Windows binaries: | r-devel: Strategy_1.0.1.zip, r-release: Strategy_1.0.1.zip, r-oldrel: Strategy_1.0.1.zip |
| macOS binaries: | r-release (arm64): Strategy_1.0.1.tgz, r-oldrel (arm64): Strategy_1.0.1.tgz, r-release (x86_64): Strategy_1.0.1.tgz, r-oldrel (x86_64): Strategy_1.0.1.tgz |
| Old sources: | Strategy archive |
Please use the canonical form https://CRAN.R-project.org/package=Strategy to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.