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2021-05-27 09:37:34 -04:00
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@@ -277,6 +277,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [pa](https://cran.r-project.org/web/packages/pa/index.html) - Performance Attribution for Equity Portfolios.
- [TTR](https://cran.r-project.org/web/packages/TTR/index.html) - Technical Trading Rules.
- [QuantTools](https://quanttools.bitbucket.io/_site/index.html) - Enhanced Quantitative Trading Modelling.
- [blotter](https://github.com/braverock/blotter) - Transaction infrastructure for defining instruments, transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Actively maintained and developed.
### Backtesting