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:
- Easily source publicly available data on derivatives☆37Updated 3 years ago
- Fast rolling and expanding window statistics in [R] using single-pass algorithms☆69Updated 9 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
- R package for Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Time Series Models☆21Updated last year
- getSymbols() reboot☆17Updated last year
- Sparse estimation of large time series models☆32Updated 2 years ago
- An R Interface to the Quantopian Zipline Financial Backtester☆25Updated 7 years ago
- CRAN Task View: Empirical Finance☆58Updated last month
- An R implementation of Interactive Brokers API☆44Updated this week
- Analysis of the US stock market using Kohonen's SOM algorithm☆22Updated 6 years ago
- Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Mar…☆37Updated last month
- R package for fast rolling and expanding linear regression models☆22Updated 3 years ago
- Methods for Temporal Disaggregation and Interpolation of Time Series☆42Updated last month
- The R package offers a wide range of functions for term structure estimation based on static and dynamic coupon bond and yield data sets.…☆11Updated 10 years ago
- R package for inference on the Sharpe ratio.☆20Updated 11 months ago
- ☆95Updated 7 months ago
- GARCH models estimated using autodiff.☆16Updated 7 months ago
- Forecast Combination in R☆29Updated 7 years ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆63Updated 2 weeks ago
- Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.☆23Updated last year
- R package for high frequency time series data management☆64Updated 6 months ago
- Financial Engineering in R☆13Updated 4 years ago
- Fast and efficient computation of rolling and expanding statistics for time-series data.☆116Updated 2 months ago
- R interface to 'twelvedata' API☆18Updated 2 months ago
- GAS models☆35Updated 4 years ago
- Multivariate models for forecasting purposes☆12Updated 3 weeks ago
- The Tidymodels Extension for GARCH models☆35Updated 3 years ago
- Repository for CRAN package BatchGetSymbols☆18Updated 3 years ago
- Extract many time series features. Inspired by https://github.com/blue-yonder/tsfresh☆18Updated 5 years ago
- EventDetectR is an R-package for detecting/classifiying events in time-series data. It aims to combine multiple well-known R-packages li…☆14Updated 4 years ago