[R-SIG-Finance] 回复: TickData Backtesting in R, is it able now?

[Ilya Kipnis]

For portfolio rebalancing strategies, PerformanceAnalytics is sufficient.

For signal-based strategies (EG buy when SMA 10 crosses SMA 50), use
quantstrat.

And yes, quantstrat can do pairs trading. But it's often (almost always)
better to model the spread as one instrument.

And for the record, quantstrat is used in professional research
environments. The R financial library ecosystem is more than sufficient for
basic applications.

On Mon, May 18, 2015 at 9:10 PM, Saji Ren <saji.ren at hotmail.com> wrote:

> Hello,all:
>
> Really hope someone could give me an advice of which R PACKAGE should i
> use.
>
> Thank you
>
>
>
> -----
> ------------------------------------------------------------------
> Saji Ren
> from Shanghai China
> GoldenHeart Investment Group
> ------------------------------------------------------------------
> --
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> Sent from the Rmetrics mailing list archive at Nabble.com.
>
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