9.1 Install standard packages
Before we start, let us make sure that we have installed the following four standard packages:
- FinancialInstrument, and
If your R does not have them, please run the following code:
install.packages("quantmod") install.packages("FinancialInstrument") install.packages("PerformanceAnalytics") install.packages("foreach")
FinancialInstrument allows you to specify your assets class (e.g., stock, derivatives, currency) and foreach is a package that allow fast computation (i.e., parallel computation).