oldoldjiang / statarber

statistic arbitrage strategy research tools

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statarber

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Statistic Arbitrage Strategy Research Toolbox

This project is not finished yet

Install

isntall from github

Sys.setenv("PKG_CXXFLAGS"="-std=c++11")
install.packages("devtools")
devtools::install_git("https://github.com/oldoldjiang/statarber.git", 
  credentials = git2r::cred_user_pass("username", "password"))

intall from source code

  • downloads the souce code from github by git clone or downloading zip file
  • open .Proj file in Rstudio
  • click the button Install and Restart on the up left panel

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statistic arbitrage strategy research tools


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