I want to filter out the best MA-Crossing (short/long-term) based on the Sharpe ratio. If possible, best with a heatmap.
Can anyone help me with this?
library(quantmod)
getSymbols("^GSPC", src = "yahoo")
I want to filter out the best MA-Crossing (short/long-term) based on the Sharpe ratio. If possible, best with a heatmap.
Can anyone help me with this?
library(quantmod)
getSymbols("^GSPC", src = "yahoo")