systemtradeR

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 125 Commits
.gitignore		.gitignore
Luxor.R		Luxor.R
PortfolioAnalytics_test.R		PortfolioAnalytics_test.R
README.md		README.md
Systematic Trading.ipynb		Systematic Trading.ipynb
SystematicTrading.R		SystematicTrading.R
WFA.R		WFA.R
alerts.R		alerts.R
altfund.Rproj		altfund.Rproj
backtest.R		backtest.R
blotter.R		blotter.R
executionLogic.R		executionLogic.R
forecasts.R		forecasts.R
global.R		global.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
quantstrat.R		quantstrat.R
quantstratII.R		quantstratII.R
quantstratIII.R		quantstratIII.R
reports.R		reports.R
server.R		server.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
ui.R		ui.R
updatePricing.R		updatePricing.R

Provide feedback