Is there a general manual for the R packages, "quantstrat","blotter","FinancialInstrument" etc. other than the function help files and demos?

r quantitative-finance quantstrat financialinstrument
n.e.w picture n.e.w · Jun 22, 2011 · Viewed 9.2k times · Source

I'd like to learn how to use these packages, but I cannot seem to find any vignettes that offer something other than extensive code snippets. I'd like to learn about how they all fit together and something akin to a "walk through".

I've found some examples on the web like this series: http://timelyportfolio.blogspot.com/2011/06/quantstrat-to-build-on.html but I'm after something a bit more in depth (like the vignettes / examples in the package "PerformanceAnalytics"

Any sources?

Answer

Dirk Eddelbuettel picture Dirk Eddelbuettel · Jun 22, 2011

Guy Yollin at the University of Washington teaches a class which covers some of this in the new Computational Finance program over there---his lecture notes on quantstrat/blotter can be found at: http://www.r-programming.org/papers

Lastly, recall that these are all packages written by busy volunteers so if documentation is missing ... so maybe you'd want to contribute some yourself?

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