One of the main advantages of quantstrat package is that we can ... Continue reading
Quantitative Finance
Quantstrat Example in R – RSI Stra …
In this Quantstrat case study, we will create a strategy with the Relative ... Continue reading
Quantstrat Example in R – EMA Cros …
Our first quantstrat example case study is based on the Exponential Moving ... Continue reading
Measuring Overall ETFs Performance …
We will now plot a graph to show the accumulated returns of the ETFs over a ... Continue reading
Data Analysis with Quantmod in R …
We will perform some data analysis with the 4 ETF symbols that we have ... Continue reading
Creating Charts with Quantmod …
Apart from loading data from external and local ... Continue reading
Downloading Data Using Quantmod Package …
Once the quantmod package is installed and library is loaded, we can start ... Continue reading
Introduction to Quantmod in R …
The quantmod package for R is designed to assist the quantitative ... Continue reading
Plotting the VIX Index and TED Spread in …
In this lesson, will will look at how to create the two graphs in R. Before ... Continue reading
Risk Indicators – VIX Index and TE …
There are some risks indicators that traders and investors need to watch to ... Continue reading
Risk Management of a Trading Strategy …
Lastly we should have rules to manage the risk of the strategy. Risk and ... Continue reading
Backtesting a Trading Strategy – C …
Backtesting a trading strategy refers to testing the strategy with ... Continue reading
Designing A Trading Strategy For Profit …
The first step in the process of designing a trading strategy is to choose ... Continue reading
How to Generate Trading Ideas …
As a quantitative trader, it is a good practice to establish a strategy ... Continue reading
Market Making Strategies and Day Trading …
Market Making Strategies Market making strategies are called ... Continue reading
Mean Reversion Strategies …
Mean reversion strategies, also called pairs trading, tend to capture ... Continue reading
Momentum Strategies …
Even though we classify momentum with a longer time frame than a day, it is ... Continue reading
Types of Quantitative Trading Strategies …
There are different types of trading strategies which differ in terms of ... Continue reading
Quantitative Trading – Advantages …
Advantages Quantitative trading has many advantages over the ... Continue reading
Introduction to Quantitative Trading …
Quantitative trading involves developing and executing trading strategies ... Continue reading