ShichenXie / pedquantLinks
quant, financial data, economic data
☆63Updated last month
Alternatives and similar repositories for pedquant
Users that are interested in pedquant are comparing it to the libraries listed below
Sorting:
- ☆94Updated 4 months ago
- Fast and efficient computation of rolling and expanding statistics for time-series data.☆117Updated last month
- Fast rolling and expanding window statistics in [R] using single-pass algorithms☆68Updated 8 years ago
- CRAN Task View: Empirical Finance☆57Updated 3 months ago
- ☆227Updated last month
- R API to Interactive Brokers Trader Workstation☆74Updated last year
- R interface to the QuantLib library☆129Updated 4 months ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆62Updated 2 weeks ago
- ☆45Updated 11 years ago
- Calculate Simple Candle Stick Pattern☆29Updated last year
- ☆30Updated 6 years ago
- An R interface to the Tiingo stock price API☆52Updated 5 years ago
- An implementation of the Heterogeneous AutoRegressive model from Corsi(2009)☆19Updated 2 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 3 months ago
- ☆76Updated 9 months ago
- A shiny application to explore the basics of option evaluation☆15Updated 8 years ago
- MSGARCH R Package☆80Updated 2 years ago
- CRAN Task View: Empirical Finance☆14Updated 3 months ago
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Updated 11 years ago
- Extensible time series class that provides uniform handling of many R time series classes by extending zoo.☆221Updated last month
- ☆42Updated 7 years ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆119Updated 9 months ago
- R package factorAnalytics developed during Google Summer of Code 2016☆24Updated 6 years ago
- R package for mixed frequency time series data analysis.☆78Updated 5 months ago
- R package AssetAllocation☆33Updated last year
- An R Interface to the Quantopian Zipline Financial Backtester☆25Updated 7 years ago
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆110Updated 6 years ago
- R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/☆173Updated 5 months ago
- Connecting to Alpaca API and using it with R☆38Updated 2 years ago
- ☆42Updated 4 years ago