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A library for algorithmic trading with R

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algotrading - A library for algorithmic trading with R

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Licensed under the MIT license.

algotrading lets you easily build and backtest trading strategies using machine learning and other algorithmic and data-driven instruments.

At the moment the project is still at an embryonic stage. Anyone who wants to collaborate should consult the collaboration section and the issues page.

Table of contents

Installation

algotrading is not yet available through CRAN, but you can install the latest development version from GitHub:

install.packages("devtools")
devtools::install_github("msaltieri/algotrading")

Collaboration

Please refer to this page to find the best practices for collaboration in GitHub projects. These best practices are to be used when collaborating on this project.

In particular, please refer to this cheatsheet to understand how an R package works and which is the development workflow.

I also suggest to take a look at the RStudio cheatsheets page where a lot of tips and tricks on the RStudio IDE and basic R structures are available.

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