The R Trader thertrader
thertrader
/ performanceReportREADME.txt
Last active
December 7, 2021 05:19
Trading Strategies Performance Report with R and Knitr
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| ############################################################################### | |
| # This program is free software: you can redistribute it and/or modify | |
| # it under the terms of the GNU General Public License as published by | |
| # the Free Software Foundation, either version 3 of the License, or | |
| # (at your option) any later version. | |
| # | |
| # This program is distributed in the hope that it will be useful, | |
| # but WITHOUT ANY WARRANTY; without even the implied warranty of | |
| # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the | |
| # GNU General Public License for more details. |
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| ####################################################### | |
| # Evaluating Quandl Data Quality | |
| # | |
| # thertrader@gmail.com - Nov 2013 | |
| ####################################################### | |
| library(quantmod) | |
| library(Quandl) | |
| library(Rbbg) | |
| library(XML) |
thertrader
/ geneticAlgorithms
Created
March 12, 2014 15:39
Using Genetic Algorithms in Quantitative Trading
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| ############################################################ | |
| ## Using Genetic Algorithms in Quantitative Trading | |
| ## | |
| ## thertrader@gmail.com - Mar 2014 | |
| ############################################################ | |
| library(PerformanceAnalytics) | |
| library(rgenoud) | |
| library(quantmod) | |
| library(TTR) |
thertrader
/ ShinyForTradingStrategy.txt
Last active
June 17, 2023 15:59
A Simple Shiny App for Monitoring Trading Strategies
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| This Shiny application is designed to help analysing trading strategies. It is an ongoing project that I improve when time allows. Feel free to get in touch should you have any suggestion. | |
| *How to use the App as it is? | |
| The App uses as input several csv files (one for each strategy). Each file has two columns: date and daily return. There is an example of such a file in the Github repository. The code is essentially made of 3 files. | |
| -ui.R: controls the layout and appearance of the app | |
| -server.R: contains the instructions needed to build the app. You can load as much strategies as you want as long as the corresponding csv file has the right format (see below). | |
| -shinyStrategyGeneral.R: loads the required packages and launches the app | |
| put ui.R and server.R file in a separate directory | |
| In the server.R file change the inputPath, inputFile and keepColumns parameters to match your setting. The first two are self explanatory the third one is a list of column names within the csv file. Keep only date and daily return |