Merge pull request #101 from jaymon0703/master

Merged!
Thanks.
This commit is contained in:
Wilson Freitas
2021-05-27 09:05:17 -03:00
committed by GitHub
+4
View File
@@ -275,6 +275,10 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [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.
### Backtesting
- [quantstrat](https://github.com/braverock/quantstrat) - Transaction-oriented infrastructure for constructing trading systems and simulation. Provides support for multi-asset class and multi-currency portfolios for backtesting and other financial research.
### Risk Analysis
- [PerformanceAnalytics](https://cran.r-project.org/web/packages/PerformanceAnalytics/index.html) - Econometric tools for performance and risk analysis.