Strategy: Generic Framework to Analyze Trading Strategies

Users can build and test customized quantitative trading strategies. Some quantitative trading strategies are already implemented, e.g. various moving-average filters with trend following approaches. The implemented class called "Strategy" allows users to access several methods to analyze performance figures, plots and backtest the strategies. Furthermore, custom strategies can be added, a generic template is available. The custom strategies require a certain input and output so they can be called from the Strategy-constructor.

Version:	1.0.1
Depends:	R (≥ 3.2.3)
Imports:	stats, utils, graphics, grDevices, methods, zoo, xts
Suggests:	knitr
Published:	2017-08-24
Author:	Julian Busch
Maintainer:	Julian Busch <jb at quants.ch>
License:	GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation:	no
Materials:	README NEWS
CRAN checks:	Strategy results

Documentation:

Reference manual:	Strategy.pdf
Vignettes:	The Strategy - Package

Downloads:

Package source:	Strategy_1.0.1.tar.gz
Windows binaries:	r-devel: Strategy_1.0.1.zip, r-release: Strategy_1.0.1.zip, r-oldrel: Strategy_1.0.1.zip
macOS binaries:	r-release (arm64): Strategy_1.0.1.tgz, r-oldrel (arm64): Strategy_1.0.1.tgz, r-release (x86_64): Strategy_1.0.1.tgz, r-oldrel (x86_64): Strategy_1.0.1.tgz
Old sources:	Strategy archive

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