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All of the code in the Python sections of this book have been designed to be run using
Anaconda/Spyder for Python 2.7.x, 3.4.x and 3.5.x. However, many seasoned developers prefer
to work outside of the Anaconda environment, e.g. by using virtualenv. The code in this book will
also happily work in such virtual environments once the necessary libraries have been installed.
If there are any questions about Python installation or the code in this book then please
email support@quantstart.com.
1.6.2 Installing R
R is a little bit trickier to install than Anaconda but not hugely so. RStudio is an IDE for R that
provides a similar interface to R as Spyder does for Python. RStudio has an R syntax-highlighting
console and visualisation tools all in the same document interface.
RStudio requires the underlying R software itself. R must first be downloaded prior to
usage of RStudio. This can be done for Windows, Mac OS X or Linux from the following link:
https://cran.rstudio.com/
It is necessary to select the pre-compiled binary from the top of the page that fits the particular
operating system being utilised.
Once R is successfully installed the next step is to download RStudio: https://www.rstudio.
com/products/rstudio/download/
Once again the version will need to be selected for the particular platform and operating
system type (32/64-bit) in use. It is necessary to select one of the links under "Installers for
Supported Platforms".
All of the code snippets in the R sections of this book have been designed to run on "vanilla"
R and/or R Studio.
If there are any questions about R installation or the code in this book then please email
support@quantstart.com.
1.7 QSTrader Backtesting Simulation Software
There is now a vast array of freely available tools for carrying out quantitative trading strategy
backtests. New software (both open source and proprietary) appears every month.
In this book extensive use will be made of QSTrader–QuantStart’s own open-source backtesting
engine. The project has a GitHub page here: https://github.com/mhallsmoore/
qstrader.
QSTrader’s "philosophy" is to be highly modular with first-class status given to risk management,
position-sizing, portfolio construction and execution. Brokerage fees and bid/ask spread
(assuming available data) are turned on by default in all backtests. This provides a more realistic
assessment of how a strategy is likely to perform under real trading conditions.
QSTrader is currently under active development by a team of dedicated volunteers, including
myself. The software remains in "alpha" mode, which means it is not ready for live-trading
deployment yet. However it is sufficiently mature to allow comprehensive backtesting simulation.
The majority of the quantitative trading strategies in this book have been implemented using
QSTrader, with full code provided within each respective chapter.
More information about the software can be found in the chapter Introduction To QSTrader
in the final section of this book.