IlyaKipnis / IKTrading
Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.
☆116Updated 2 years ago
Related projects ⓘ
Alternatives and complementary repositories for IKTrading
- Digital Signal Trading (John Ehlers indicators)☆88Updated 5 years ago
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆106Updated 5 years ago
- Ilya Kipnis's package for performance reporting☆21Updated 9 years ago
- ☆73Updated 8 years ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆114Updated last month
- Quantitative Trading with R☆189Updated 6 years ago
- R API to Interactive Brokers Trader Workstation☆68Updated last month
- ☆288Updated last year
- ☆45Updated 10 years ago
- R package for high frequency time series data management☆61Updated 2 weeks ago
- ☆45Updated 8 years ago
- R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/☆167Updated last month
- ☆71Updated 7 months ago
- ☆79Updated this week
- Simple Risk Premia Strategy☆33Updated 3 years ago
- Technical analysis and other functions to construct technical trading rules with R☆331Updated 8 months ago
- ☆29Updated 5 years ago
- Systematic Investor Toolkit☆483Updated last year
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆25Updated 8 years ago
- R implementation of Ralph Vince's Leverage Space Portfolio Model☆20Updated 8 years ago
- Source code and community enhancements for Automated Trading with R by Christopher Conlan, Springer/Apress Oct. 2016☆50Updated 7 years ago
- This repository contains code used for my blog.☆85Updated 7 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆109Updated 7 years ago
- ☆67Updated 8 months ago
- R package intended for visualisation, analysis and reconstruction of limit order book data☆148Updated 5 years ago
- CRAN Task View: Empirical Finance☆56Updated last month
- ☆209Updated 3 weeks ago
- ☆50Updated 9 years ago
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆148Updated last year