[R-SIG-Finance] How to install IKTrading and Quantstrat

Gerald Morrison geraldmorrison at gmail.com
Mon Feb 16 17:04:07 CET 2015


In response to previous post on retrieving gold futures data, I thought I
would provide details on installing IKTrading and Quantstrat which are both
excellent resources. This is for the newbies to R (like myself) who find it
a bit confusing to get all the dependencies in place for packages not on
CRAN. Here are the steps:

install.packages("devtools")
require(devtools)
install.packages("FinancialInstrument", repos="http://R-Forge.R-project.org
<http://r-forge.r-project.org/>")
install.packages("blotter", repos="http://R-Forge.R-project.org
<http://r-forge.r-project.org/>")
install.packages("quantstrat", repos="http://R-Forge.R-project.org
<http://r-forge.r-project.org/>")
install.packages("foreach")
install_github("IlyaKipnis/IKTrading")

As a side note, quandClean is excellent for getting Quandl futures data -
including gold. Ilya Kipnis has kindly provided this functionality in his
IKTrading package and you see examples and code for retrieving daily
futures data from Ilya's blog post here:
https://quantstrattrader.wordpress.com/2014/07/22/intermission-a-data-file-for-futures-data-from-quandl/

For those working with ETF's like GLD who wish to extend the
data further back then the ETF's inception date (Gold and Bonds back to
1978!), Ilya also provides examples and code here:
https://quantstrattrader.wordpress.com/2014/11/02/its-amazing-how-well-dumb-things-get-marketed/

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