Application of Trend Following strategy using
- MA
- EMA
- Lowess smoothing
- HP Filter
Using data from Borsa Ä°stanbul.
quantstrat library is the major library used in these codes.
-
Notifications
You must be signed in to change notification settings - Fork 0
onurboyar/AlgorithmicTrading
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
 |  | |||
 |  | |||
 |  | |||
 |  | |||
 |  | |||
 |  | |||
 |  | |||
 |  | |||
 |  | |||
 |  | |||
 |  | |||
 |  | |||
 |  | |||
 |  | |||
 |  | |||
Repository files navigation
About
Different approaches to Trend Following strategy using R's quantstrat package.
Topics
Resources
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published