Quantstrat Trailing stops R - algorithmic trading
Budget: $50 – $0 USD
I am interested in updating a monthly portfolio rebalancing algorithm with signals in R, which has been developed using quantstrat.
In a nutshell, I would like to use quantstrat to set trailing stops on each buy/sell positions, which are being set on the portfolio. Additionally, I would like to rebalance the portfolio every week or month outside of quantstrat.
A knowledge of quantstrat or an equivalent backtesting framework is required.
In a nutshell, I would like to use quantstrat to set trailing stops on each buy/sell positions, which are being set on the portfolio. Additionally, I would like to rebalance the portfolio every week or month outside of quantstrat.
A knowledge of quantstrat or an equivalent backtesting framework is required.