Backtesting with R

Discussion in 'App Development' started by TheBigShort, Oct 31, 2018.

  1. TheBigShort

    TheBigShort

    Hey guys is anyone here still using quantstrat? I have noticed many people have moved over to pyhtons zipline (and for good reasons) but I was curious to know if quantstrat was still the best package for backtesting with R. I would much rather use a product that is supported by CRAN. Thanks
     
  2. tommcginnis

    tommcginnis

    No help here.

    A while back, it looked to me like this was a battle between VCR and BetaMax, and while the better technology lost that one, both of these guys continue to evolve and develop. (And Python certainly gets the popularity nod.)

    In 5-10 years, it might be obvious which way you should go, but for now?? Yuck.
    The good thing is that while the libraries may (right now) be vastly different, the general language form is so high-level and similar....

    FWIW, an interesting discussion:
    https://developers.slashdot.org/sto...te-paul-romer-is-a-python-programming-convert