[Blotter-commits] r1620 - pkg/quantstrat/demo

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

Author: efmrforge
Date: 2014-07-11 03:40:08 +0200 (Fri, 11 Jul 2014)
New Revision: 1620

Modified:
   pkg/quantstrat/demo/00Index
Log:
Added faber_rebal description to index 


Modified: pkg/quantstrat/demo/00Index
===================================================================
--- pkg/quantstrat/demo/00Index	2014-07-08 13:50:56 UTC (rev 1619)
+++ pkg/quantstrat/demo/00Index	2014-07-11 01:40:08 UTC (rev 1620)
@@ -1,6 +1,7 @@
 bbands     Build a simple Bollinger Bands strategy using one indicator, three signals, and three trade rules
 faber      demonstrate a simple long term trend model using a 10-month SMA on a small portfolio of ETFs based on Mebane Faber paper
 faberMC    apply the Faber 10-month SMA strategy to a three-currency index portfolio
+faber_rebal    apply the Faber 10-month SMA strategy, rebalance quarterly
 macd       example of Moving Average Convergence/Divergence (MACD) used as a trend indicator
 maCross    classic 'Golden Cross' 50/200 period moving average cross strategy, long only, with long/short extra rules commented out
 pair_trade simple two-instrument long-short equity strategy demonstrating custom indicator and extended order sizing functionality