[Blotter-commits] r288 - pkg/quantstrat/demo

[noreply at r-forge.r-project.org]

Author: peter_carl
Date: 2010-03-16 15:38:55 +0100 (Tue, 16 Mar 2010)
New Revision: 288

Modified:
   pkg/quantstrat/demo/00Index
Log:
- added faber demo


Modified: pkg/quantstrat/demo/00Index
===================================================================
--- pkg/quantstrat/demo/00Index	2010-03-16 14:37:31 UTC (rev 287)
+++ pkg/quantstrat/demo/00Index	2010-03-16 14:38:55 UTC (rev 288)
@@ -1 +1,2 @@
 BBands     Build a simple Bollinger Bands strategy using one indicator, two signals, and two trade rules
+faber      A simple long term trend model using a 10-month SMA on a small portfolio of ETFs