DavZim / RITCHLinks
An R interface to the ITCH Protocol
☆18Updated 11 months ago
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
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Updated 11 years ago
- Fast rolling and expanding window statistics in [R] using single-pass algorithms☆68Updated 8 years ago
- R package for Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Time Series Models☆20Updated last year
- CRAN Task View: Empirical Finance☆57Updated last month
- getSymbols() reboot☆17Updated 9 months ago
- R interface to 'twelvedata' API☆17Updated 8 months ago
- Fast and efficient computation of rolling and expanding statistics for time-series data.☆117Updated last week
- Functions for the construction of risk-based portfolios☆53Updated 4 years ago
- Time-series functionality based on nanotime and data.table☆15Updated 7 months ago
- R package for fast rolling and expanding linear regression models☆22Updated 3 years ago
- 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
- An R implementation of Interactive Brokers API☆43Updated 3 months ago
- R package for inference on the Sharpe ratio.☆20Updated 7 months ago
- Analysis of the US stock market using Kohonen's SOM algorithm☆21Updated 5 years ago
- Methods for Temporal Disaggregation and Interpolation of Time Series☆41Updated last month
- R Finance packages not listed in the Empirical Finance Task View☆12Updated 3 weeks ago
- R package for high frequency time series data management☆64Updated 2 months ago
- GARCH models estimated using autodiff.☆15Updated 2 months 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 interface to the vinecopulib C++ library☆35Updated last month
- R scripts related to finance. These scripts will be clones or adaptations of the works of the Systematic Investor and QuantStrat TradeR b…☆9Updated 10 years ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆62Updated this week
- Financial Market Building Blocks☆12Updated 3 years ago
- Calculate Simple Candle Stick Pattern☆28Updated last year
- Forecast Combination in R☆29Updated 7 years ago
- Financial Engineering in R☆13Updated 4 years ago
- Sparse estimation of large time series models☆31Updated last year
- An R Interface to the Quantopian Zipline Financial Backtester☆25Updated 7 years ago
- R package for commodities and finance analytics. Sister python package details below.☆30Updated 3 weeks ago