R finance guide - Algotrading101

Stochastic simulations of population abundance with known component density feedback on survival to test for ability to return ensemble feedback signal

The code lets you create, plot, estimate Vector Error Correction Models on FANG stocks.

In the following R code I used packages like "MTS", "urca", "fUnitRoots" to conduct ADF test and Phillips Perron Test on 4-mariate financial data.

Used time series model to forecast

Time series preprocessing. (G)ARCH, VECM, VAR modeling on stock data.

Automating time series stationarity tests