Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.
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Updated
May 9, 2024 - R
Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.
A set of projects which illustrate the implementation of the 'buy on gap' trading strategy.
Backtesting my current US stocks portfolio
Algorithmic Strategy Backtesting
A concise and fast calculation for backtesting (or simulating) stock trading strategies in R. Trade entries by input signals, exits timed for the exact holding period.
a small script to backtest using a Kalman filter as a trading tool on the EURUSD 5min pair
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