IlyaKipnis / IKReportingLinks
Ilya Kipnis's package for performance reporting
☆23Updated 10 years ago
Alternatives and similar repositories for IKReporting
Users that are interested in IKReporting are comparing it to the libraries listed below
Sorting:
- Digital Signal Trading (John Ehlers indicators)☆93Updated 6 years ago
- Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.☆121Updated 3 years ago
- R API to Interactive Brokers Trader Workstation☆74Updated last year
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆118Updated 10 months ago
- ☆17Updated 3 years ago
- R package for high frequency time series data management☆64Updated 5 months ago
- ☆75Updated 9 years ago
- R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.☆16Updated 9 years ago
- An R implementation of Interactive Brokers API☆43Updated 3 weeks ago
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆110Updated 6 years ago
- ☆45Updated 11 years ago
- Functions for the construction of risk-based portfolios☆54Updated 4 years ago
- R package for fitting the partially cointegrated model☆15Updated 2 years ago
- ☆30Updated 6 years ago
- CRAN Task View: Empirical Finance☆58Updated last week
- Updated repository containing datafeed and strategy☆12Updated 10 years ago
- ☆95Updated 5 months ago
- Source code and community enhancements for Automated Trading with R by Christopher Conlan, Springer/Apress Oct. 2016☆52Updated 8 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
- An R Interface to the Quantopian Zipline Financial Backtester☆25Updated 7 years ago
- R package for inference on the Sharpe ratio.☆20Updated 10 months ago
- R presentation files (knitr, shiny, etc.)☆12Updated 3 months ago
- Easily source publicly available data on derivatives☆37Updated 3 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆27Updated 9 years ago
- R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/☆173Updated 7 months ago
- Repository for exploring ways to develop html presentation for the PortfolioAnalytics package☆21Updated 11 years ago
- Quantitative Trading with R☆200Updated 7 years ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆28Updated 3 months ago
- Design of Risk Parity Portfolios☆116Updated 2 years ago
- MSGARCH R Package☆81Updated 2 years ago