I'd like to learn how to use these packages, but I cannot seem to find any vignettes that offer something other than extensive code snippets. I'd like to learn about how they all fit together and something akin to a "walk through".
I've found some examples on the web like this series: http://timelyportfolio.blogspot.com/2011/06/quantstrat-to-build-on.html but I'm after something a bit more in depth (like the vignettes / examples in the package "PerformanceAnalytics"
Any sources?