High - frequency trading strategies in R

Good afternoon. Could you, please, recommend me packages in R (RStudio), which can help to create high - frequency trading strategies (or trading robots) on 1 - minute logarithmic returns data? I intend to include in the strategy:

  • module, responsible for receiving data (from stock exchange, trading platform and so on);
  • module, responsible for analyzing data and generating trading signals ("buy" or "sell");
  • module, responsible for opening and closing trading positions (close "buy" by "sell" or close "sell" by "buy");
  • module for performance analyzing (Sharpe ratio, Treynor ratio and so on);

Data array for testing the trading strategy is rather large and includes about 30000 values.

Thank you for your help.

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Are there packages in RStudio like the mentioned ones? Or is it necessary to create a trading strategy via coding by yourself?

You may refer to my research via https://github.com/englianhu/binary.com-interview-question (module for performance analyzing (Sharpe ratio, Treynor ratio and so on) not yet research...)... I am keep up learning from Renaisance Technology...

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