Brian G. Peterson
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Brian G. Peterson
I work and teach in computational finance. Many of the data sources in finance are only available from commercial sources. For example, the markets/exchanges all charge for data, or data...
We've moved the master repositories for quantstrat and related packages to github https://github.com/braverock/ so references to install.packages should probably be changed to use devtools and install_github
https://risk.edhec.edu/publications/improving-time-series-momentum-strategies-role-trading-signals-and-volatility
https://www.nber.org/papers/w15523