Shiny
Examples of the amazing Shiny framework and Systematic Investor Toolbox to analyze stocks, make back-tests, and create summary reports.
Examples:
- 1. Single Stock Plot, code at GitHub
- 2. Multiple Stocks Plot, code at GitHub
- 3. January Seasonality, code at GitHub
- 4. Market Filter Back Test, code at GitHub
- 5. Sector Rotation Back Test, code at GitHub
- 6. Retirement : simulating wealth with random returns, inflation and withdrawals, code at GitHub
Please note that Back Test applications take longer time to update the plots/tables and hence maybe more appropriate to run from your local computer.
For example to run Single Stock Plot from your computer, you first need to install Shiny. And next execute following commands:
library(shiny) runGitHub('SIT','systematicinvestor', subdir = 'Shiny/one.stock')
P.S. The plan is to share 5 examples. I will post post one example a day, starting tonight.
Hi,
congratulations with all your work. Very useful indeed!
You should try out Mark Grossmann’s ETF list and GMRS (logical-invest.com) using the Sector Rotation Backtest (3 month look-back, keep 1st ETF until it drops to second place). Results look great.
What is your opinion?
And, if I may ask, what has been your most successfull strategy so far?
best regards
Xavier.