DavZim / RITCHLinks
An R interface to the ITCH Protocol
☆20Updated last year
Alternatives and similar repositories for RITCH
Users that are interested in RITCH are comparing it to the libraries listed below
Sorting:
- R package for Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Time Series Models☆20Updated last year
- Easily source publicly available data on derivatives☆37Updated 3 years ago
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Updated 11 years ago
- Financial Engineering in R☆13Updated 4 years ago
- getSymbols() reboot☆17Updated 11 months ago
- CRAN Task View: Empirical Finance☆57Updated 2 weeks ago
- Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Mar…☆38Updated last month
- Fast rolling and expanding window statistics in [R] using single-pass algorithms☆68Updated 8 years ago
- An R implementation of Interactive Brokers API☆43Updated this week
- R package to download Prof. Kenneth French data sets☆14Updated last year
- The Tidymodels Extension for GARCH models☆34Updated 3 years ago
- An R Interface to the Quantopian Zipline Financial Backtester☆25Updated 7 years ago
- R package for high frequency time series data management☆63Updated 4 months ago
- Sparse estimation of large time series models☆32Updated 2 years ago
- Calculate Simple Candle Stick Pattern☆29Updated last year
- Fast and efficient computation of rolling and expanding statistics for time-series data.☆116Updated last week
- A terribly-simple data base for time series☆14Updated 6 months ago
- R interface to 'twelvedata' API☆18Updated last week
- Repository for CRAN package BatchGetSymbols☆18Updated 3 years ago
- Analysis of the US stock market using Kohonen's SOM algorithm☆21Updated 6 years ago
- R package for fast rolling and expanding linear regression models☆22Updated 3 years ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆62Updated 2 weeks ago
- Time-series functionality based on nanotime and data.table☆15Updated 9 months ago
- Financial Market Building Blocks☆12Updated 3 years ago
- BLS API V2 interface☆16Updated 2 years ago
- Multivariate models for forecasting purposes☆12Updated 8 months ago
- all functions and scripts of the lazy trade educational project on udemy☆22Updated last year
- GARCH models estimated using autodiff.☆15Updated 5 months ago
- Extract many time series features. Inspired by https://github.com/blue-yonder/tsfresh☆18Updated 5 years ago
- R presentation files (knitr, shiny, etc.)☆12Updated 2 months ago