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交易策略研究的一些R工具包.txt
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交易策略研究的一些R工具包.txt
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在R下直接安装的包:
xts, TTR，quantmod，RTAQ，PerformanceAnalytics，FactorAnalytics, IBrokers
其他手动安装的包：
1.包：blotter
安装方法：install.packages("blotter", repos= c("http://R-Forge.R-project.org", getOption("repos")))
2.包：FinancialInstrument
安装方法：install.packages("FinancialInstrument", repos= c("http://R-Forge.R-project.org", getOption("repos")))
3.包：quantstrat
安装方法：install.packages("quantstrat", repos= c("http://R-Forge.R-project.org", getOption("repos")))
4.包：FactorAnalytics
安装方法：install.packages("FactorAnalytics", repos= c("http://R-Forge.R-project.org", getOption("repos")))
5.包：highfrequencies
安装方法：install.packages("highfrequency", repos= c("http://R-Forge.R-project.org", getOption("repos")))
6.包：qmao
安装方法：install.packages("qmao", repos= c("http://R-Forge.R-project.org", getOption("repos")))
7.包：twsInstrument
安装方法：install.packages("twsInstrument", repos= c("http://R-Forge.R-project.org", getOption("repos")))
主要包更新
install.packages(c("FinancialInstrument", "quantmod", "blotter", "quantstrat", "qmao"), repos= c("http://R-Forge.R-project.org", getOption("repos")))
一些例子：
The Aleph Blog momentum bucket strategy
http://alephblog.com/2011/06/04/how-to-make-more-returns-on-reits/