R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.
☆16Feb 8, 2016Updated 10 years ago
Alternatives and similar repositories for PE-HFT-R
Users that are interested in PE-HFT-R are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Java library for high frequency portfolio analysis, intraday backtesting and optimization☆20Dec 1, 2016Updated 9 years ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆64Mar 27, 2026Updated last month
- Machine learning approach to high frequency trading, MLP & RNN used☆22Jun 22, 2016Updated 9 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Mar 30, 2016Updated 10 years ago
- Expected Shortfall Backtesting☆13Sep 3, 2023Updated 2 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- Optimization of Crypto Portfolio using Python☆12Jan 21, 2018Updated 8 years ago
- MATLAB toolbox for high frequency portfolio analysis, intraday backtesting and optimization☆31Feb 10, 2016Updated 10 years ago
- R presentation files (knitr, shiny, etc.)☆12Apr 17, 2026Updated last month
- A collection of option trading related utilities☆13Jul 28, 2013Updated 12 years ago
- An R package for nonparametric covariance matrix estimation in high dimensions☆14Feb 17, 2024Updated 2 years ago
- class libraries, scripts and supporting functions for simulating futures and options trading stratgies☆18Jun 7, 2017Updated 8 years ago
- MT4 -> R interface library☆39Feb 10, 2014Updated 12 years ago
- Probability of Backtest Overfitting☆50May 26, 2022Updated 3 years ago
- Trading platform for high frequency data☆15Nov 12, 2014Updated 11 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Python demo code for LOBSTER limit order book data☆13Dec 19, 2019Updated 6 years ago
- ☆11Nov 6, 2018Updated 7 years ago
- ☆11Mar 19, 2018Updated 8 years ago
- Channel break out strategy for High Frequency Trading.☆15Jun 26, 2018Updated 7 years ago
- Grammatical Evolution for R☆29Jun 27, 2023Updated 2 years ago
- Forecasting for mlr3☆22Aug 16, 2024Updated last year
- Create structured financial data in the form of tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's A…☆11Jan 26, 2021Updated 5 years ago
- ☆20Jan 10, 2018Updated 8 years ago
- Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.☆24Jan 22, 2024Updated 2 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Deep learning framework for the mlr3 ecosystem based on torch☆56Apr 27, 2026Updated 3 weeks ago
- Argo plugin template☆16Dec 30, 2022Updated 3 years ago
- Functions for the construction of risk-based portfolios☆54May 16, 2021Updated 5 years ago
- Shortest Path Algorithm Visualization☆13Dec 14, 2020Updated 5 years ago
- A forest that is fast☆42Feb 1, 2019Updated 7 years ago
- A Java library for writing automated expert advisors.☆32Jan 27, 2026Updated 3 months ago
- ☆10Sep 15, 2020Updated 5 years ago
- A simple demo to illustrate how to implement a JIT provider for PostgreSQL.☆11Nov 14, 2023Updated 2 years ago
- Backtesting fbprophet prediction of Silver prices for 2017☆14Nov 29, 2017Updated 8 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- An R Interface to the Quantopian Zipline Financial Backtester☆25Jun 16, 2018Updated 7 years ago
- Linkers::X Lightning Fast,Event Driven,Open Architecture,Encrypted Algorithmic HFT Trading Platform C-API☆15Jan 13, 2021Updated 5 years ago
- A collection of Rfast2 functions for data analysis. Note 1: The vast majority of the functions accept matrices only, not data.frames. N…☆42Mar 5, 2026Updated 2 months ago
- R package for high frequency time series data management☆68Apr 10, 2026Updated last month
- A package for evaluating macroeconomic forecasts developed by the Bank of England.☆25Updated this week
- User authorization and session management in Rails.☆17Oct 21, 2024Updated last year
- R package for clustering strings by edit distance using graph algorithms (connected components and edge-betweeness)☆15Mar 11, 2019Updated 7 years ago