ActiveQuant Projects

08/26/2010

11:32 AM AQ-R First backtesting results in a proper format

Attached a chart from the backtesting functionality, it uses Bid/Ask prices, has a C optimized part in it and loads from the archive. The upper chart shows the underlying's price, the red and green triangles are sell or buy signals. The middle c...

08/24/2010

09:40 PM AQ-R Feature #7: Release AQ-R to CRAN

Cleaned up, adding NAMESPACE file to package, using now roxygen to generate documentation. progressing slowly

09:38 PM AQ-R AQR 1.1 approaching

Well, I can't tell too much, to not break the suprise, but AQR 1.1 is on its way. Stay tuned.

05/28/2010

05:50 PM ActiveQuant website General: RE: Platform for the new website

Hi, Gabriele Vivinetto wrote: > Hello all members. I've thought about the reconciliation, and I think that everything could be done using only Redmine. > Following the road that the folks of the Redmine website choose, we could: > * setup a...

02:21 PM ActiveQuant website Wiki edit: AQ_website_reconcilliation_2010 (#1)

02:17 PM ActiveQuant website Wiki edit: WebsiteInformation (#26)

02:17 PM ActiveQuant website Wiki edit: WebsiteInformation (#25)

05/22/2010

11:07 AM AQ-R Feature #7: Release AQ-R to CRAN

Am working on it ... progressing slowly but steadily.

11:07 AM AQ-R Feature #43: Functional test

Have to add something like functional tests ... something like svunit or runit

10:51 AM AQ-R Data loading packages cleaned

Hi there, I have cleaned up the data loading packages in AQ-R 1.1, it is not yet committed, but will be in very soon. It is now possible to load quotes and candles from an AQ-P2 data archive format, both over HTTP and from disc. More about the...