New R coding strategies posted from portfolio analysis with SMA, strategy building, stats, plots, performance, returns!
I have posted an important set of videos and R code that does the following.
I’m covering all aspects of quant trading including complete workflow to build strategy, plot, P&L, rules, indicators, signals, portfolio summaries, and trade/signal statistics. And yes, this material is very applicable to HFT if you’re keen to get started on that!
This demo will contain the following segments:
* create a portfolio and account
* create your buy-sell rules from potential short/long positions to exit positions
* initialize your set of orders
* create a new strategy and add a potential indicator, rule and signal to it
* plot a simple moving average
Making It Happen:
* execute the strategy
* update the P&L and resulting equity
* plot your performance and a portfolio summary time series
* compute return and trade statistics
Join our membership now while it is still affordable. Presentations like this alone are worth thousands each while there are so many benefits to being a QuantLabs.net Premium Member as well.
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I now post my TRADING ALERTS
into my personal FACEBOOK ACCOUNT
. Don't worry as I don't post stupid cat videos or what I eat!