Robot-Wealth / rsims
R package for financial simulation
☆38Updated 5 months ago
Related projects ⓘ
Alternatives and complementary repositories for rsims
- Simple Risk Premia Strategy☆33Updated 3 years ago
- quant_rv is a quantitative ETF trading strategy based on realized volatility, written in R☆23Updated 8 months ago
- R package AssetAllocation☆34Updated 11 months ago
- R package for high frequency time series data management☆61Updated 2 weeks ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆114Updated last month
- A collection of scripts for modelling financial markets & options in R.☆41Updated 3 months ago
- ☆67Updated 8 months ago
- Automated Backtesting of Portfolios over Multiple Datasets☆60Updated 2 years ago
- ☆71Updated 7 months ago
- Functions for the construction of risk-based portfolios☆51Updated 3 years ago
- ☆79Updated this week
- Design of Risk Parity Portfolios☆107Updated last year
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆148Updated last year
- An R implementation of Interactive Brokers API☆38Updated 3 weeks ago
- R Tools For Working In The Lab☆15Updated 2 weeks ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆44Updated last year
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆25Updated 8 years ago
- Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"☆17Updated 3 months ago
- ☆45Updated 10 years ago
- Digital Signal Trading (John Ehlers indicators)☆88Updated 5 years ago
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆106Updated 5 years ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆61Updated last week
- Covariance Matrix Estimation via Factor Models☆31Updated 5 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆60Updated 3 months ago
- ☆41Updated 2 months ago
- Daily kata from Quantitative Investment Portfolio Analytics In R☆13Updated 5 years ago
- Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.☆116Updated 2 years ago
- ☆23Updated last year
- R API to Interactive Brokers Trader Workstation☆68Updated last month
- Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Mar…☆34Updated this week