statarber

Statistic Arbitrage Strategy Research Toolbox

This project is not finished yet

Install

isntall from github

Sys.setenv("PKG_CXXFLAGS"="-std=c++11")
install.packages("devtools")
devtools::install_git("https://github.com/oldoldjiang/statarber.git", 
  credentials = git2r::cred_user_pass("username", "password"))

intall from source code

• downloads the souce code from github by git clone or downloading zip file
• open .Proj file in Rstudio
• click the button Install and Restart on the up left panel