algoquant / HighFreqLinks
R package for high frequency time series data management
☆64Updated 6 months ago
Alternatives and similar repositories for HighFreq
Users that are interested in HighFreq are comparing it to the libraries listed below
Sorting:
- Functions for the construction of risk-based portfolios☆54Updated 4 years ago
- ☆82Updated 11 months ago
- ☆45Updated 11 years ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆118Updated 11 months ago
- Automated Backtesting of Portfolios over Multiple Datasets☆67Updated 3 years ago
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆160Updated 2 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
- R package AssetAllocation☆33Updated 2 years ago
- Design of Risk Parity Portfolios☆116Updated 3 years ago
- R package for financial simulation☆57Updated 2 weeks ago
- Probability of Backtest Overfitting☆48Updated 3 years ago
- Digital Signal Trading (John Ehlers indicators)☆93Updated 7 years ago
- Covariance Matrix Estimation via Factor Models☆37Updated 6 years ago
- ☆17Updated 4 years ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆63Updated last week
- R presentation files (knitr, shiny, etc.)☆12Updated 4 months ago
- R package for fitting the partially cointegrated model☆15Updated 2 years ago
- R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.☆16Updated 9 years ago
- MSGARCH R Package☆82Updated 3 years ago
- ☆46Updated 9 years ago
- ☆17Updated 3 years ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆28Updated 4 months ago
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆111Updated 6 years ago
- R package for inference on the Sharpe ratio.☆20Updated 11 months ago
- ☆95Updated 6 months ago
- NYU Tandon lecture slides☆32Updated 5 months ago
- quant_rv is a quantitative ETF trading strategy based on realized volatility, written in R☆25Updated last year
- Easily source publicly available data on derivatives☆37Updated 3 years ago
- ☆12Updated 9 months ago
- Imputation of Financial Time Series with Missing Values and/or Outliers☆25Updated 4 years ago