GSoC/GCI Archive
Google Summer of Code 2011 R Project for Statistical Computing

Proposal for Components in TradeAnalytics Toolchain enhancements

by Y.Chen for R Project for Statistical Computing

The existing packages have included necessary tools/functions to construct and apply trading strategies. More functions related to trading a portfolio, testing of parameters and evaluation of strategies can be added. This proposal is focus on some of the targets related to these new developments.