[R-SIG-Finance] Happy holidays and trading strategies in R?

[R. Michael Weylandt]

Have you looked at the quantstrat demos? (If you don't know what I
mean, google quanstrat and download the required packages from
R-forge)

Michael

On Sat, Dec 24, 2011 at 4:09 PM, Michael <comtech.usa at gmail.com> wrote:
> Hi all,
>
> Happy holidays!
>
> I would like to ask a question about using R to backtest strategies ...
>
> Are there people actually using R for trading real-money? Could anybody
> please kindly give me some pointers to the latest status of using R for
> backtesting and could you please point me to "sample"/existing strategies
> that were written in R? I know TTR but those are hardly trading strategies
> and there are no good trading strategies visualization tools at all... of
> course I understand people won't post full strategies secret sources on
> Internet, but at least maybe some samples that had worked in the ancient
> times?
>
> Thanks a lot and enjoy your holiday!
>
>        [[alternative HTML version deleted]]
>
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