Study code for the book Quantitative Trading: How to Build Your Own Algorithmic Trading Business by Ernie Chan.
You should have installed R and the following packages from CRAN:
quantmod
gdata
Repository with R code developed for studying the quantitative analysis book by Ernie Chan
Study code for the book Quantitative Trading: How to Build Your Own Algorithmic Trading Business by Ernie Chan.
You should have installed R and the following packages from CRAN:
quantmod
gdata
Repository with R code developed for studying the quantitative analysis book by Ernie Chan