DavZim / RITCHLinks
An R interface to the ITCH Protocol
☆18Updated last year
Alternatives and similar repositories for RITCH
Users that are interested in RITCH are comparing it to the libraries listed below
Sorting:
- Fast rolling and expanding window statistics in [R] using single-pass algorithms☆68Updated 8 years ago
- Easily source publicly available data on derivatives☆37Updated 3 years ago
- R package for Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Time Series Models☆20Updated last year
- An R implementation of Interactive Brokers API☆43Updated 4 months ago
- CRAN Task View: Empirical Finance☆57Updated 2 months ago
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Updated 11 years ago
- Calculate Simple Candle Stick Pattern☆28Updated last year
- Functions for the construction of risk-based portfolios☆53Updated 4 years ago
- Financial Market Building Blocks☆12Updated 3 years ago
- getSymbols() reboot☆17Updated 10 months ago
- R package for high frequency time series data management☆64Updated 3 months 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
- Analysis of the US stock market using Kohonen's SOM algorithm☆21Updated 6 years ago
- An R Interface to the Quantopian Zipline Financial Backtester☆25Updated 7 years ago
- R package for inference on the Sharpe ratio.☆20Updated 8 months ago
- Fast and efficient computation of rolling and expanding statistics for time-series data.☆117Updated 2 weeks ago
- A terribly-simple data base for time series☆14Updated 5 months ago
- Extract many time series features. Inspired by https://github.com/blue-yonder/tsfresh☆18Updated 5 years ago
- R interface to 'twelvedata' API☆17Updated 9 months ago
- ☆94Updated 3 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 2 months ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆62Updated 3 weeks ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆119Updated 8 months ago
- Methods for Temporal Disaggregation and Interpolation of Time Series☆41Updated 2 months ago
- ☆45Updated 11 years ago
- The Tidymodels Extension for GARCH models☆34Updated 3 years ago
- Time-series functionality based on nanotime and data.table☆15Updated 7 months ago
- Docker Compose Example with Shiny Apps☆15Updated 3 years ago
- Repository for CRAN package BatchGetSymbols☆18Updated 3 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