Model a Quantitative Trading Strategy in R

Interactive self-paced 10 hours long course in R for beginners!

R is widely used by analysts and traders around the world to develop quantitative trading strategies which can be executed manually or through program trading. This is an introductory course for beginners in R to get familiarized with a trading strategy and experience coding a technical indicator in R. You will learn technical terms associated with a trading strategy, work with data.tables in R, and manipulate the input data to create trading signals and profit-and-loss columns. You will also learn about optimizing parameters to be able to maximize the profits. This course is for everyone who have an interest in Algorithmic trading and want to get started! No prior knowledge is required!

Get a glimpse of the strategy – Strategy discussion video

What will you learn from this course?

This is an introductory course for beginners in R,

  • get familiarized with a trading strategy
  • experience coding a technical indicator in R
  • learn technical terms associated with a trading strategy
  • work with data.tables in R
  • manipulate the input data to create trading signals and profit-and-loss columns
  • learn about optimizing parameters to be able to maximize the profits

Upgrade Your Skills by Participating in an Extensive Course

After completing this free course participants will achieve aforementioned knowledge and skills, but in order to acquire in-depth practical knowledge and insights you can join our Executive Programme in Algorithmic Trading (EPAT). It is a 4-month (100 contact hours) programme. We also provide our participants access to various tools and test market data for project purposes.

Duration: 10 Hours


Difficulty: Beginners


Cost: 69 USD

New Users can Purchase it here

Free Access for EPAT Participants

Course Content

Chapter 1: Basics in R

In this chapter you’ll work with data of an equity stock from an Indian Stock Exchange, NSE. The equity stock is called MARUTI. You will learn how to read files, create vectors, calculate returns, plot data, use for-loops and conditional statements. Go ahead and start trading in R straight away!

Basics in R Screenshot

Chapter 2: Code a basic trading strategy

In this chapter, we will work with a sample dataset, which has price of a stock and its best buying and best selling price in the market at any time ‘t’. You will learn to analyse your strategy based on the accrued profit and loss. Use R as a statistical tool to write your first fully functional programming code which performs these tasks automatically and gives you the final output.

Code a basic trading strategy

Chapter 3: Writing a strategy in R with technical indicator

In this chapter, you will learn how to create technical indicators in your strategy to improve your output. The technical indicator called ‘benchmark’ that we create in this chapter is based on point & figure charts.

Writing a strategy in R with technical indicator