danielkrizian strategery issues

danielkrizian / strategery

Quant Strategy Specification, Backtesting, Optimization And Statistical Analysis Workflow

10 stars 21 forks source link

issues

Newest

Newest Most commented Recently updated Oldest Least commented Least recently updated

`Reduce()` for fast path-dependent evaluation

#48 danielkrizian opened 10 years ago
0
Not compiling for R 3.1.0

#47 kismsu opened 10 years ago
0
Return on allocated capital

#46 danielkrizian opened 10 years ago
0
Conviction level - to reconcile signals

#45 danielkrizian opened 10 years ago
0
Integration with highfrecuency package

#44 arturochian opened 10 years ago
1
I can't reproduce the example. Error: could not find function "time.frame"

#43 arturochian opened 10 years ago
1
Shiny demo

#42 arturochian closed 10 years ago
1
Using data with google trend to improve predictions

#41 arturochian closed 10 years ago
0
Integration with Bloomberg API and real time data

#40 arturochian opened 10 years ago
1
Event queue implementation

#39 danielkrizian opened 10 years ago
0
Object model

#38 danielkrizian closed 10 years ago
0
`simulation.mode` introduction

#37 danielkrizian closed 10 years ago
0
Refactor Backtest()

#36 danielkrizian closed 10 years ago
1
Orientation

#35 danielkrizian opened 10 years ago
0
Visualize() ribbon for categorical indicators (logical, Long/Short/Neutral, etc)

#34 danielkrizian opened 10 years ago
0
ATR metric

#33 danielkrizian closed 10 years ago
0
Trailing stops - ATR

#32 danielkrizian opened 10 years ago
0
ATR position sizing

#31 danielkrizian opened 10 years ago
0
Futures - continuous contracts

#30 danielkrizian opened 10 years ago
0
Sortable table of trades (linked to chart)

#29 danielkrizian opened 10 years ago
0
`import(zoo)` in NAMESPACE

#28 danielkrizian closed 10 years ago
0
Add benchmarks to Returns

#27 danielkrizian opened 10 years ago
0
Candlestick chart with trade arrows colouring linked to P/L

#26 danielkrizian opened 10 years ago
1
returns$plot() dygraphs version (interactive)

#25 danielkrizian opened 10 years ago
0
Error in `Indicator` construction: column(s) not found: <undef>

#24 danielkrizian closed 10 years ago
0
Rename `rChartsDygraph` dependency to `rChartsDygraphs`

#23 danielkrizian closed 10 years ago
0
Multi-currency strategy (LUXOR?)

#22 danielkrizian opened 10 years ago
0
Compare strategies side-by-side

#21 danielkrizian opened 10 years ago
0
Limit order support

#20 danielkrizian opened 10 years ago
0
Add more trade stats, plus rolling

#19 danielkrizian opened 10 years ago
1
Performance metrics - qualitative evaluation

#18 danielkrizian opened 10 years ago
0
Add more performance/risk metrics

#17 danielkrizian opened 10 years ago
0
Add performance summary by period

#16 danielkrizian opened 10 years ago
0
Holiday strategy

#15 danielkrizian closed 10 years ago
1
Add trade analytics

#14 danielkrizian closed 10 years ago
1
Introduce datagery framework

#13 danielkrizian closed 10 years ago
0
Execution of orders doesn't take into account position rules/limits

#12 danielkrizian closed 10 years ago
0
Trader class

#11 danielkrizian opened 10 years ago
0
Trade analytics

#10 danielkrizian closed 10 years ago
0
Signal at the last timestamp results in incorrect Backtest()

#9 danielkrizian closed 10 years ago
0
Delayed evaluation in *.indicator *.signal

#8 danielkrizian closed 10 years ago
0
Indicators based on market data don't need second align.data.table(indicator, market)

#7 danielkrizian closed 10 years ago
0
signal compression in the ops.indicator

#6 danielkrizian closed 10 years ago
0
Create Calendar Class

#5 danielkrizian closed 10 years ago
0
?':=' speedup using set()

#4 danielkrizian opened 11 years ago
0
Package won't build after rolling to reengineered version

#3 danielkrizian closed 11 years ago
0
Test multiple symbol backtest

#2 danielkrizian closed 10 years ago
0
colors.R library fixed

#1 evelynmitchell closed 11 years ago
0