ShichenXie / pedquantLinks
quant, financial data, economic data
☆65Updated 4 months ago
Alternatives and similar repositories for pedquant
Users that are interested in pedquant are comparing it to the libraries listed below
Sorting:
- Fast and efficient computation of rolling and expanding statistics for time-series data.☆116Updated 2 months ago
- Fast rolling and expanding window statistics in [R] using single-pass algorithms☆69Updated 9 years ago
- ☆232Updated 3 months ago
- CRAN Task View: Empirical Finance☆58Updated last month
- R interface to the QuantLib library☆131Updated 2 months ago
- ☆45Updated 11 years ago
- ☆95Updated 7 months ago
- ☆30Updated 6 years ago
- An R interface to the Tiingo stock price API☆52Updated 5 years ago
- R API to Interactive Brokers Trader Workstation☆74Updated last year
- ☆82Updated last year
- An implementation of the Heterogeneous AutoRegressive model from Corsi(2009)☆19Updated 2 years ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆63Updated 2 weeks ago
- Calculate Simple Candle Stick Pattern☆28Updated last year
- ☆42Updated 7 years ago
- Extensible time series class that provides uniform handling of many R time series classes by extending zoo.☆223Updated 4 months ago
- An R Interface to the Quantopian Zipline Financial Backtester☆25Updated 7 years ago
- R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/☆173Updated 8 months ago
- MSGARCH R Package☆82Updated 3 years ago
- This is a read-only mirror of the CRAN R package repository. rugarch — Univariate GARCH Models. Homepage: https://github.com/alexiosg/r…☆29Updated 5 months ago
- R package for commodities and finance analytics. Sister python package details below.☆31Updated last month
- An R client for the Federal Reserve Economic Data (FRED) API☆97Updated 2 years ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆118Updated last year
- ☆41Updated 4 years ago
- The Tidymodels Extension for GARCH models☆35Updated 3 years ago
- Cryptocurrency Market Data☆59Updated 3 months ago
- Tidy Financial Statement Data in R. Via the Yahoo Finance API.☆32Updated 2 years ago
- A shiny application to explore the basics of option evaluation☆15Updated 8 years ago
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Updated 11 years ago
- Connecting to Alpaca API and using it with R☆37Updated 2 years ago