Backtesting Strategies with R is a book written to bring together online resources and tutorials showcasing the quantmod, blotter, TTR packages and more. It is licensed under GNU GPLv3 (see LICENSE).
In addition to the package demo's and other online resources, I want to also add information such as using AWS and perhaps another cloud service for computational power. I want to also add a chapter on statistical analysis, overfitting, curve-fitting, etc. Chapters will be added at a minimum as placeholders as I think of them.
I've tried to keep the set up of the book rather simple. The book is published using bookdown with HTML output printed to the project root directory. This library produces the _main_files and assets directory which should never be modified.
The raw code for all strategies can be found in the R directory along with functions and symbols used in the book.
The _data directory holds RData files saved in the strategies. All strategy objects should be saved into this directory.
Any requested changes should be filed in Issues.
The book is written using R 3.2.3. Please see Libraries for additional minimum requirements.