IlyaKipnis / DSTrading
Digital Signal Trading (John Ehlers indicators)
☆91Updated 6 years ago
Alternatives and similar repositories for DSTrading:
Users that are interested in DSTrading are comparing it to the libraries listed below
- Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.☆118Updated 3 years ago
- Ilya Kipnis's package for performance reporting☆21Updated 10 years ago
- ☆74Updated 8 years ago
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆108Updated 6 years ago
- R package for high frequency time series data management☆61Updated this week
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆118Updated 3 months ago
- R implementation of Ralph Vince's Leverage Space Portfolio Model☆20Updated 8 years ago
- ☆45Updated 10 years ago
- ☆17Updated 2 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆26Updated 8 years ago
- R API to Interactive Brokers Trader Workstation☆70Updated 6 months ago
- Quantitative Trading with R☆193Updated 6 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆113Updated 7 years ago
- Technical analysis and other functions to construct technical trading rules with R☆338Updated last year
- ☆86Updated 2 months ago
- ☆71Updated 3 months ago
- ☆78Updated last month
- MT4 -> R interface library☆38Updated 11 years ago
- ☆30Updated 5 years ago
- Probability of Backtest Overfitting☆48Updated 2 years ago
- R package for fitting the partially cointegrated model☆15Updated 2 years ago
- Functions for executing trading strategies via the API of Interactive Brokers☆14Updated 3 years ago
- Source code and community enhancements for Automated Trading with R by Christopher Conlan, Springer/Apress Oct. 2016☆50Updated 7 years ago
- Simple Risk Premia Strategy☆34Updated 3 years ago
- An R Package for testing the Efficient Market Hypothesis☆28Updated 8 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 8 years ago
- CRAN Task View: Empirical Finance☆56Updated 4 months ago
- The Thalesians' Python library☆64Updated 8 years ago
- A set of simple tools to assist users of the Interactive Brokers API.☆27Updated 11 months ago
- ☆45Updated 8 years ago