diff --git a/README.md b/README.md index 3f08a32..7f3bcdc 100644 --- a/README.md +++ b/README.md @@ -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.