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Add quantstrat package for backtesting and other financial research in R

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2021-05-26 10:09:51 -04:00
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@@ -274,6 +274,10 @@ 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.