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Log of /pkg/quantstrat/sandbox

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Revision 1750 - Directory Listing
Modified Mon Jun 26 14:29:28 2017 UTC (22 months, 3 weeks ago) by braverock
update to current doc

Revision 1748 - Directory Listing
Modified Sun Apr 17 18:25:28 2016 UTC (3 years, 1 month ago) by braverock
- update public version of strategy development process essay

Revision 1747 - Directory Listing
Modified Sat Apr 9 13:18:05 2016 UTC (3 years, 1 month ago) by braverock
- add paramset test prompted by R-SIG-Finance thread "Processing time of backtests on a single computer"

Revision 1692 - Directory Listing
Modified Sat Jun 27 09:50:07 2015 UTC (3 years, 10 months ago) by braverock
- corrected typos mostly located by George Coyle
- clean up back matter

Revision 1691 - Directory Listing
Modified Tue Jun 16 18:09:31 2015 UTC (3 years, 11 months ago) by braverock
- fix typo

Revision 1690 - Directory Listing
Modified Wed Jun 10 21:43:32 2015 UTC (3 years, 11 months ago) by braverock
- updates from UW CFRM 561 development

Revision 1689 - Directory Listing
Modified Wed Jun 10 09:37:03 2015 UTC (3 years, 11 months ago) by braverock
- update public repo with minor edits from UW CFRM561

Revision 1686 - Directory Listing
Modified Wed May 20 14:12:49 2015 UTC (4 years ago) by braverock
- add simplifying assumptions to replication paper
- minor updates to references

Revision 1680 - Directory Listing
Modified Tue Feb 10 19:40:01 2015 UTC (4 years, 3 months ago) by braverock
- more on cross validation, MAE, White's Reality Check
- include comments and fix typos

Revision 1675 - Directory Listing
Modified Fri Jan 30 12:55:51 2015 UTC (4 years, 3 months ago) by braverock
- added more references and commentary

Revision 1672 - Directory Listing
Modified Mon Jan 19 23:30:42 2015 UTC (4 years, 4 months ago) by braverock
- add essay on replicating research

Revision 1670 - Directory Listing
Modified Fri Jan 16 14:37:55 2015 UTC (4 years, 4 months ago) by braverock
- minor updates to backtest paper

Revision 1668 - Directory Listing
Modified Tue Jan 13 18:28:06 2015 UTC (4 years, 4 months ago) by braverock
- update backtest paper

Revision 1662 - Directory Listing
Modified Fri Dec 26 20:13:24 2014 UTC (4 years, 4 months ago) by braverock
- add notes on data transformation for predictor values, references to Kuhn 2013

Revision 1657 - Directory Listing
Modified Sat Nov 29 13:39:24 2014 UTC (4 years, 5 months ago) by braverock
- update roxygen docs
- deprecate old applyParameter code
- update backtest paper

Revision 1653 - Directory Listing
Modified Wed Nov 19 20:09:38 2014 UTC (4 years, 6 months ago) by braverock
- remove notes

Revision 1650 - Directory Listing
Modified Wed Nov 19 13:59:37 2014 UTC (4 years, 6 months ago) by braverock
- Global Derivatives final presentation 

Revision 1649 - Directory Listing
Modified Wed Nov 19 12:14:26 2014 UTC (4 years, 6 months ago) by braverock
- updates to Global Derivatives presentation

Revision 1648 - Directory Listing
Modified Tue Nov 18 21:47:56 2014 UTC (4 years, 6 months ago) by braverock
- add backtest musings sandbox dir
- update roxygen docs

Revision 1471 - Directory Listing
Modified Tue May 21 17:18:49 2013 UTC (6 years ago) by opentrades
- added quantstrat workshop sheets


Revision 1287 - Directory Listing
Modified Wed Dec 12 22:47:25 2012 UTC (6 years, 5 months ago) by milktrader
added tests for bee and moved to inst/tests

Revision 1285 - Directory Listing
Modified Wed Dec 12 20:26:24 2012 UTC (6 years, 5 months ago) by milktrader
shortened bbands tests and modified to Max.Drawdown

Revision 1284 - Directory Listing
Modified Wed Dec 12 18:18:30 2012 UTC (6 years, 5 months ago) by milktrader
moving tests to sandbox to centralize later

Revision 1116 - Directory Listing
Modified Thu Aug 2 15:32:33 2012 UTC (6 years, 9 months ago) by opentrades
moved GBPUSD data from sandbox to data dir and adjusted demo/luxor.R

Revision 1099 - Directory Listing
Modified Wed Jul 4 14:31:08 2012 UTC (6 years, 10 months ago) by opentrades
removed GSPC.rda from sandbox


Revision 1086 - Directory Listing
Modified Thu Jun 28 13:41:41 2012 UTC (6 years, 10 months ago) by opentrades
updated sandbox/GSPC.rda


Revision 1083 - Directory Listing
Modified Thu Jun 28 12:23:27 2012 UTC (6 years, 10 months ago) by opentrades
added sandbox/GSPC.rda


Revision 1063 - Directory Listing
Modified Thu Jun 21 13:43:54 2012 UTC (6 years, 11 months ago) by opentrades
* modified rocema.R and luxor.p3_2.R to use data from sandbox dir
* added 2002.10.*.GPBUSD.rda data to sandbox


Revision 1062 - Directory Listing
Modified Thu Jun 21 13:07:13 2012 UTC (6 years, 11 months ago) by opentrades
added testdata ES 2011.01* OHLC 1min to sandbox


Revision 773 - Directory Listing
Added Mon Sep 12 16:53:03 2011 UTC (7 years, 8 months ago) by gsee
 add sandbox directory and preliminary funs for strategy initialization/testing/removing

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