Financial Trading with R Training Course

Introduction

Understanding the Basics of Trading

• Overview of Trading
• Understanding the Philosophies of Trading
• Overview of Various Trading Systems
• Learning the Pitfalls in Trading
• Avoiding Overfitting
• Obtaining Financial Data
• Plotting Financial Data
• Adding Indicators to Your Data
• Adding Moving Averages to Your Data

Creating Your First Strategy in Quantstrat

• Overview of the Quantstrat Package
• Initializing Your Data
• Initializing Time Zone and Currency
• Importing Data
• Initializing Data Using stock()
• Setting the Trade Size
• Setting Initial Equity
• Setting Your Account, Portfolio, and Strategy
• Using the rm.strat() Command
• Initializing Your Portfolio
• Initializing Your Account
• Initializing Your Orders
• Storing Your Strategy

Using Indicators

• Introduction to Indicators
• Implementing the Simple Moving Average (SMA) Indicator
• Implementing the Relative Strength Index (RSI) Indicator
• Visualizing Indicators
• Identifying Indicator Types: Trend or Reversion
• Implementing Pre-Written Indicators
• Coding Your Own Indicator
  • Using RSI Averages
  • Implementing the David Varadi Oscillator (DVO)
• Implementing Your Own Indicator

Using Signals in Quantstrat

• Overview of Signals and Signal Types
• Implementing the sigComparison Signal
• Implementing the sigCrossover Signal
• Implementing the sigThreshold Signal
• Using the sigFormula() Function
• Combining Signals 

Using Rules

• Overview of Trading Rules
• Using the add.rule() Function
• Implementing an Exit Rule
• Using the Argument sigcol in the add.rule() Function
• Using the Argument sigval in the add.rule() Function
• Specifying Order Quantity
• Specifying Order Type
• Specifying Order Side
• Using the Argument replace in the add.rule() Function
• Using the Argument prefer in the add.rule() Function
• Implementing an Entry Rule
• Using Order Sizing Functions

Analyzing Trading Results

• Understanding How to Analyze Your Strategy's Performance
• Running Your Strategy
• Exploring the Profit Factor
• Using the Percent Positive Statistic
• Visualizing Your Chart Positions
• Adding Indicators to Your Chart Positions Plot
• Calculating the Cash Sharpe Ratio
• Calculating the Returns-Based Sharpe Ratio

Troubleshooting

Summary and Conclusion

Closing Remarks