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Ilya, there are some really good examples on your Blog site - well done! I'm a student at UW and have taken Guy Yollin's Trading Systems class (using quantstrat, etc...) It's a really fantastic module. A few of us want to continue using these R libraries..... Check us out (the group only started yesterday ):https://groups.google.com/forum/#!forum/systematic-trading_class-of-uw-cfrm-551 Best,Nick
Ilya, there are some really good examples on your Blog site - well done!
I'm a student at UW and have taken Guy Yollin's Trading Systems class (using quantstrat, etc...) It's a really fantastic module. A few of us want to continue using these R libraries.....
Check us out (the group only started yesterday ):
https://groups.google.com/forum/#!forum/systematic-trading_class-of-uw-cfrm-551
Best,
Nick
