Quantitative finance related R functions. Don't expect to find profitable strategies here or anything you can make money off of; rather this is meant to be a collection of functions to aid in researching quantitative trading strategies.

All attempts are made to keep syntax as clean and concise as possible. Google knows best so I tend to follow https://google-styleguide.googlecode.com/svn/trunk/Rguide.xml.

To-do list:

• Test portfolio for cointegration (in the form of CointPortfolio(SPY ~ TLT + HYG + VXX))
• Observed discrete pattern probabilities (P(U|DDD), P(D|UDU), etc...) PrefixTree.R
• Easy multiple linear regression of each column of one data frame against all columns of another data frame