Invited talk given to the Cape Town R User Group (https://caperuser.wordpress.com/) on quantitative trading strategy development. Covers the tool chain for strategy simulation in R, as well as a process for developing and evaluating signal-driven strategies utilizing quantstrat, blotter, and related tools in R. Thanks to Maia Lesosky and Jasen Mackie of the CapeR User group for the invitation to present.
Visibility: 909
Duration: 43m 38s
Rating: 11