From f7e2be5641be6ed2d16351708572e81fd4846464 Mon Sep 17 00:00:00 2001 From: Jasen Date: Wed, 26 May 2021 10:09:51 -0400 Subject: [PATCH] Add quantstrat package for backtesting and other financial research in R --- README.md | 4 ++++ 1 file changed, 4 insertions(+) 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.