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Gold Continuous-Futures Trading Algorithm in R

created using the quantstrat library

Huge credit and thank you to Ilya Kipnis for all of his time and effort spent creating walk-throughs and proper documentation for the quantstrat package.

For help getting started with quantstrat, quantmod, and performanceanalytics, check out the QuantstratTrader docs

This repository is created, developed, and maintained by:

Joseph Loss
MS Financial Engineering
University of Illinois at Urbana-Champaign
contact: loss2@illinois.edu


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