RWLab / rwRtools
R Tools For Working In The Lab
☆16Updated last month
Alternatives and similar repositories for rwRtools:
Users that are interested in rwRtools are comparing it to the libraries listed below
- Simple Risk Premia Strategy☆34Updated 3 years ago
- ☆76Updated 2 months ago
- quant_rv is a quantitative ETF trading strategy based on realized volatility, written in R☆24Updated 10 months ago
- Functions for executing trading strategies via the API of Interactive Brokers☆14Updated 3 years ago
- R package AssetAllocation☆35Updated last year
- Files related to VIX Futures ETPs☆19Updated 3 years ago
- A collection of scripts for modelling financial markets & options in R.☆49Updated this week
- A Zorro logging framework☆21Updated 2 years ago
- ☆41Updated 5 months ago
- R package for financial simulation☆40Updated last month
- An algorithmic trading framework for pydata.☆15Updated last year
- A Zorro Plugin for Alpaca Trade API.☆15Updated last week
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆20Updated 4 years ago
- Python utility automation scripts for Barchart.com☆29Updated last month
- R package for high frequency time series data management☆61Updated 3 months ago
- Python Interface to econdb.com API☆48Updated 2 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆26Updated 8 years ago
- Digital Signal Trading (John Ehlers indicators)☆90Updated 6 years ago
- Productivity Tools for Plotly + Pandas☆17Updated 6 years ago
- Quantamental finance research with python☆142Updated 2 years ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆47Updated last year
- Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes☆34Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- Method for systematically selecting strikes and managing risk of an SPX-based volatility premium capture strategy. Created by Quant Galor…☆14Updated last year
- Daily kata from Quantitative Investment Portfolio Analytics In R☆13Updated 5 years ago
- An execution framework for systematic strategies☆11Updated 2 years ago
- ☆23Updated 2 years ago
- Macrosynergy Quant Research☆113Updated this week
- ☆24Updated 6 years ago
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆151Updated last year