Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages
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Updated
Jan 27, 2019 - HTML
Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages
This is complete algo trading package is for downloading historical OHLC data for backtesting and performing live trading on Interactive Brokers. For learning step by step procedure to recreate this is also included. OHLC data for backtesting and performing live trading on interactive brokers.
Backtesting for sleepless cryptocurrency markets
These are the code snippets used in the Backtrader for backtesting guide on the AlgoTrading101 website
Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.
My portfolio website
Backtest and live trading in Python
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