R-Finance / FactorAnalyticsLinks
☆13Updated 11 years ago
Alternatives and similar repositories for FactorAnalytics
Users that are interested in FactorAnalytics are comparing it to the libraries listed below
Sorting:
- ☆30Updated 6 years ago
- CRAN Task View: Empirical Finance☆58Updated last week
- ☆45Updated 11 years ago
- Supplementary xts functionality, and development platform for GSoC projects☆14Updated 10 years ago
- Fast rolling and expanding window statistics in [R] using single-pass algorithms☆69Updated 9 years ago
- ☆19Updated 7 years ago
- ☆97Updated 7 months ago
- An R Interface to the Quantopian Zipline Financial Backtester☆25Updated 7 years ago
- Fast and efficient computation of rolling and expanding statistics for time-series data.☆116Updated 3 weeks ago
- This is Quandl's R Package☆140Updated 3 years ago
- An R implementation of Interactive Brokers API☆44Updated 3 weeks ago
- quant, financial data, economic data☆66Updated 5 months ago
- R API to Interactive Brokers Trader Workstation☆74Updated last year
- R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/☆173Updated this week
- An R interface to the Tiingo stock price API☆52Updated 5 years ago
- A shiny application to explore the basics of option evaluation☆15Updated 8 years ago
- Repository for CRAN package BatchGetSymbols☆18Updated 3 years ago
- FredR: R Interface to Federal Reserve Economic Data API☆60Updated 8 years ago
- Easily source publicly available data on derivatives☆37Updated 3 years ago
- A htmlwidget wrapper around Highcharts and Highstock APIs☆12Updated 10 years ago
- ☆20Updated 11 years ago
- R interface to 'twelvedata' API☆18Updated 3 months ago
- R interface to the QuantLib library☆131Updated 3 months ago
- ☆82Updated last year
- An R package to draw highstock charts. This is for demonstration purpose of htmlwidgets at 46th Tokyo.R meeting.☆11Updated 10 years ago
- R package factorAnalytics developed during Google Summer of Code 2016☆24Updated 7 years ago
- Fast rolling functions through Rcpp☆82Updated last year
- Forecasting the S&P 500 ten years into the future using a variety of time series models☆20Updated 5 years ago
- The R package offers a wide range of functions for term structure estimation based on static and dynamic coupon bond and yield data sets.…☆11Updated 10 years ago
- Rcpp bindings for Boost Date_Time☆18Updated 9 months ago