Excel & R For Trading

Use R and/or Spreadsheets to create algorithms for trading. Ready to use templates and codes are available for downloads. Various quantitative strategies are shared as examples.

Top Picks

Value at Risk (VaR) Calculation in Excel and Python

Value at Risk or VaR is an essential term for a trader as a part of risk management. There are several uses of VaR and different approaches of calculating VaR which you will find with this interesting blog....
6 min read

How to Check Data Quality Using R

Learn backtesting trading strategies in excel and learn to backtest the Long-Short Moving Average Crossover Strategy (MACD) in simple steps....
3 min read

Backtesting Long Short Moving Average Crossover Strategy in Excel

Learn how to build the “Hello World” of trading strategies: the “Long Short Moving Average Crossover Strategy”....
7 min read

Quantitative Trading Strategy Using Quantstrat Package In R: A Step By Step Guide

In this post we will discuss about building a trading strategy using R. There are more than 4000 add on packages,18000 plus members of LinkedIn’s group and close to 80 R Meetup groups currently in existence....
5 min read

Excel & R For Trading

R Best Practices: R you writing the R way!

This post covers some of the R programming best practices that can be implemented by programmers to improve code readability, consistency, and repeatability....
6 min read

R Weekly Bulletin Vol – II

This R weekly bulletin by QuantInsti® illustrates how to sort a data frame, call function in R, create time series object and also covers important R functions....
5 min read

R Weekly Bulletin Vol - I

We are starting with R weekly bulletins which will contain some interesting ways and methods to write codes in R and solve bugging problems. We will also cover R functions and shortcut keys for beginners. We understand that there can be more than one way of writing a code in R, and the solutions lis…...
5 min read

Architecture Explained of R Package for IB - IBrokers

This post explains the architecture of IBrokers R implementation in Interactive Brokers API which allows executing orders in the IB Trader Workstation (TWS)....
7 min read

How to Check Data Quality Using R

Learn backtesting trading strategies in excel and learn to backtest the Long-Short Moving Average Crossover Strategy (MACD) in simple steps....
3 min read

Backtesting Long Short Moving Average Crossover Strategy in Excel

Learn how to build the “Hello World” of trading strategies: the “Long Short Moving Average Crossover Strategy”....
7 min read

Quantitative Trading Strategy Using Quantstrat Package In R: A Step By Step Guide

In this post we will discuss about building a trading strategy using R. There are more than 4000 add on packages,18000 plus members of LinkedIn’s group and close to 80 R Meetup groups currently in existence....
5 min read

Trading with ETF as a Lead Indicator

Index tracking trading is a strategy where you observe price on the previous ‘n’ candlesticks and make your bets accordingly. The intuition is that MSCI FUTURES follows the ETF....
4 min read

An Example Of A Trading Strategy Coded Using Quantmod Package In R

In this post, we will back-test our trading strategy in R. The quantmod package has made it really easy to pull historical data from Yahoo Finance....
4 min read

How to Design Quant Trading Strategies Using R?

R is a perfect open-source tool for back-testing and statistical data analysis, here we are discussing about basic concept of strategy back-testing using R....
3 min read