RWLab / rwRtools
R Tools For Working In The Lab
☆17Updated 2 weeks ago
Alternatives and similar repositories for rwRtools:
Users that are interested in rwRtools are comparing it to the libraries listed below
- Simple Risk Premia Strategy☆35Updated 3 years ago
- ☆79Updated 2 months ago
- quant_rv is a quantitative ETF trading strategy based on realized volatility, written in R☆24Updated last year
- A collection of scripts for modelling financial markets & options in R.☆52Updated 3 months ago
- R package for financial simulation☆42Updated this week
- A Zorro logging framework☆23Updated 2 years ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆119Updated 4 months ago
- Functions for executing trading strategies via the API of Interactive Brokers☆14Updated 3 years ago
- An execution framework for systematic strategies☆11Updated 3 years ago
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆109Updated 6 years ago
- R package AssetAllocation☆34Updated last year
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆27Updated 8 years ago
- An algorithmic trading framework for pydata.☆15Updated 2 years ago
- ☆47Updated 8 months ago
- Dispersion Trading using Options☆32Updated 8 years ago
- Digital Signal Trading (John Ehlers indicators)☆92Updated 6 years ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆47Updated last year
- R API to Interactive Brokers Trader Workstation☆72Updated 7 months ago
- A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)☆55Updated 4 years ago
- R code for quantitative analysis in finance☆31Updated 11 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆123Updated 3 years ago
- A Zorro Plugin for Alpaca Trade API.☆16Updated last month
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆154Updated last year
- Realized Volatility Forecasting modeling☆15Updated 8 years ago
- Pairs trading strategy example based on Catalyst☆48Updated 6 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆116Updated 7 years ago
- Options Trader written in Python based off the ib_insync library.☆51Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- ☆82Updated 2 years ago
- Files related to VIX Futures ETPs☆19Updated 3 years ago