Quantitative Trading Strategies in R

Lessons

Introduction to Quantitative Trading

Quantitative Trading – Advantages and Disadvantages

Types of Quantitative Trading Strategies

Momentum Strategies

Mean Reversion Strategies

Market Making Strategies and Day Trading Strategies

How to Generate Trading Ideas

Designing A Trading Strategy For Profit

Backtesting a Trading Strategy – Considerations

Risk Management of a Trading Strategy

Risk Indicators – VIX Index and TED Spread

Plotting the VIX Index and TED Spread in R

Introduction to Quantmod in R

Downloading Data Using Quantmod Package in R

Creating Charts with Quantmod

Data Analysis with Quantmod in R

Measuring Overall ETFs Performance

Quantstrat Example in R – EMA Crossover Strategy

Quantstrat – EMA Crossover Strategy – Performance and Risk Metrics

Quantstrat Example in R – RSI Strategy

Quantstrat Case Study – Multiple Symbol Portfolio