Currently, we are going to started working on making Jupyer notebooks and simulations. Below is a sample of some of the functions we may use through a sample notebook.
QuantPortal’s Strategy Sample
Abstract
The aim of this notebook is to …
- Experiment with a basic ipynb environment
- Test some of the data flow features on an introductory level
- Perhaps work with the Jupyter Notebook Embeddable Tutorials
- See techniques for how to sync with some financial data explorers
Prerequisites
Next step
Table of content
3. Looking at the Fundamentals
1. Loading Alphien’s function
.sourceQlib()
2. Loading Market Data
options(repr.plot.width = 7, repr.plot.height = 4.5)
plotAl(getDataAl("FIN"), title="FIN", color = "dark green")
2.1 Data Access
bb = getBB("FIN")
getBB("FIN", zoom="2020-05-26::2020-08-26", field="Close Price")
2.2 Data Analysis
bbGC = getBB("GC")
indGC = smaCross(bbGC)
tail(indGC)
chartIndicator("GC",indGC,zoom="2015::",emaLength = c(60,240))
This is Alphien’s basic sample
3. Looking at the Fundementals
library(quadprog)
4. Running Simulations
port = portfolio(list("FIN"))
retMatrix = getStrategyReturns(port)
tail(retMatrix)