ShichenXie / pedquantLinks
quant, financial data, economic data
☆64Updated 3 months ago
Alternatives and similar repositories for pedquant
Users that are interested in pedquant are comparing it to the libraries listed below
Sorting:
- ☆95Updated 5 months ago
- Fast rolling and expanding window statistics in [R] using single-pass algorithms☆68Updated 8 years ago
- Fast and efficient computation of rolling and expanding statistics for time-series data.☆116Updated 3 weeks ago
- ☆229Updated 2 months ago
- CRAN Task View: Empirical Finance☆58Updated last week
- ☆79Updated 10 months ago
- ☆45Updated 11 years ago
- R interface to the QuantLib library☆130Updated last month
- Calculate Simple Candle Stick Pattern☆29Updated last year
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆63Updated last week
- An R interface to the Tiingo stock price API☆52Updated 5 years ago
- ☆30Updated 6 years ago
- An R Interface to the Quantopian Zipline Financial Backtester☆25Updated 7 years ago
- ☆13Updated 11 years ago
- R API to Interactive Brokers Trader Workstation☆74Updated last year
- ☆42Updated 7 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
- An implementation of the Heterogeneous AutoRegressive model from Corsi(2009)☆19Updated 2 years ago
- MSGARCH R Package☆81Updated 2 years ago
- The Tidymodels Extension for GARCH models☆35Updated 3 years ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆118Updated 10 months ago
- getSymbols() reboot☆17Updated last year
- Extensible time series class that provides uniform handling of many R time series classes by extending zoo.☆222Updated 2 months ago
- An R implementation of Interactive Brokers API☆43Updated 3 weeks ago
- R package factorAnalytics developed during Google Summer of Code 2016☆24Updated 7 years ago
- Cryptocurrency Market Data☆59Updated last month
- Connecting to Alpaca API and using it with R☆37Updated 2 years ago
- Forecasting the S&P 500 ten years into the future using a variety of time series models☆19Updated 5 years ago
- R package AssetAllocation☆33Updated last year