Quantitative Strategy Development Overview – Brian Peterson

I have had the pleasure of getting to know and work with Brian Peterson of late building out the blotter::mcsim function in the blotter package. I will be writing about this function soon and where it is headed, but in this post i wanted to share a presentation Brian gave the CapeR User Group last week on Developing and Backtesting Systematic Trading Strategies with an application in R, and in particular using the quantstrat and blotter packages. Enjoy!

 

Link to the slides here!

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3 thoughts on “Quantitative Strategy Development Overview – Brian Peterson

  1. Pingback: Quantocracy's Daily Wrap for 07/21/2016 | Quantocracy

  2. Thanks for the post. Great talks by Brian. Congratulation for the implementation of Monte Carlo simulate in Quantstrat (blotter). I am looking forward to use it.

    Is possible to have presentation slides?

    Like

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