rsystemtrade

A systematic trading engine in R, based on Robert Carver's Systematic Trading.

Full implementation of canonical portfolio management framework per Carver
Poloniex integration for historical data and account management (lending, margin, and exchange trading)
Limit orders
Shiny read-only dashboard
Slack alerts
Event-driven backtesting in quantstrat (takes a long time)
Some parallelization

Name		Name	Last commit message	Last commit date
Latest commit History 122 Commits
Shared Dashboard		Shared Dashboard
betting		betting
polls		polls
poloniexlendingbot		poloniexlendingbot
quantstrat_slides		quantstrat_slides
.gitignore		.gitignore
PortfolioAnalytics_test.R		PortfolioAnalytics_test.R
README.md		README.md
SPY.RData		SPY.RData
Systematic Trading.ipynb		Systematic Trading.ipynb
SystematicTrading.R		SystematicTrading.R
alerts.R		alerts.R
altfund.Rproj		altfund.Rproj
backtest.R		backtest.R
executionLogic.R		executionLogic.R
forecasts.R		forecasts.R
helpers.R		helpers.R
libraries.R		libraries.R
monitoring.R		monitoring.R
notebook		notebook
poliniexAPI		poliniexAPI
poloniexAPI.R		poloniexAPI.R
poloniexAPI.txt		poloniexAPI.txt
portfolioLogic.R		portfolioLogic.R
reports.R		reports.R
simulateForecasts.R		simulateForecasts.R
simulateSubsystem.R		simulateSubsystem.R
sources.R		sources.R
systemConfig.R		systemConfig.R
systemMaster.R		systemMaster.R
systemUpdate.R		systemUpdate.R
tickerTaker		tickerTaker
tickerTaker_raw		tickerTaker_raw
updatePricing.R		updatePricing.R

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