Matthew Smith R Shenanigans
Top 40 R Blogs
Quantitative Trading Strategies using quantmod
A simple backtested Bollinger-Band strategy and Directional Movement Index (ADX) strategy.
Learning the Quantstrat and Blotter packages
I generate a rolling logistic backtesting function which outputs predicted probabilities, based on these probabilities I construct investment criteria and test whether positive returns can be made (lots of work still to do)