IlyaKipnis / IKTradingLinks
Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.
☆121Updated 3 years ago
Alternatives and similar repositories for IKTrading
Users that are interested in IKTrading are comparing it to the libraries listed below
Sorting:
- Digital Signal Trading (John Ehlers indicators)☆93Updated 7 years ago
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆111Updated 6 years ago
- ☆75Updated 9 years ago
- Quantitative Trading with R☆200Updated 7 years ago
- Technical analysis and other functions to construct technical trading rules with R☆342Updated 7 months ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆118Updated last year
- R API to Interactive Brokers Trader Workstation☆74Updated last year
- Ilya Kipnis's package for performance reporting☆23Updated 10 years ago
- Systematic Investor Toolkit☆489Updated 2 years ago
- ☆301Updated 2 years ago
- ☆47Updated 9 years ago
- R package for high frequency time series data management☆64Updated 7 months ago
- ☆45Updated 11 years ago
- R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/☆173Updated 9 months ago
- CRAN Task View: Empirical Finance☆58Updated 2 weeks ago
- Source code and community enhancements for Automated Trading with R by Christopher Conlan, Springer/Apress Oct. 2016☆52Updated 8 years ago
- This repository contains code used for my blog.☆84Updated 8 years ago
- An R Package for testing the Efficient Market Hypothesis☆28Updated 9 years ago
- ☆233Updated 4 months ago
- ☆17Updated 3 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆27Updated 9 years ago
- ☆96Updated 7 months ago
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆160Updated 2 weeks ago
- Repository for exploring ways to develop html presentation for the PortfolioAnalytics package☆21Updated 11 years ago
- ☆82Updated last year
- R package for option pricing☆35Updated 3 years ago
- R package factorAnalytics developed during Google Summer of Code 2016☆24Updated 7 years ago
- R interface to the QuantLib library☆131Updated 3 months ago
- Functions for executing trading strategies via the API of Interactive Brokers☆14Updated 4 years ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆64Updated last week