
This intermediate R course provides a specialized dive into quantitative trading framework architecture using the quantstrat package. It teaches you to build robust, signal-driven trading systems by transforming market data into actionable indicators, simulating order execution, and analyzing historical performance metrics.
R programmers, quantitative researchers, and traders looking to leverage R's statistical ecosystem to construct, simulate, and visually evaluate quantitative trading models.
This course will cover the basics on financial trading and will give you an overview of how to use quantstrat to build signal-based trading strategies in R. It will teach you how to set up a quantstrat strategy, apply transformations of market data called indicators, create signals based on the interactions of those indicators, and even simulate orders. Lastly, it will explain how to analyze your results both from statistical and visual perspectives.
Price
This course is free to enrol.
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