R package for high frequency time series data management
☆70Jun 29, 2026Updated 4 months ago
Alternatives and similar repositories for HighFreq
Users that are interested in HighFreq are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- R presentation files (knitr, shiny, etc.)☆12Jun 29, 2026Updated 4 months ago
- NYU Tandon lecture slides☆36Apr 29, 2026Updated 6 months ago
- A terribly-simple data base for time series☆14Mar 25, 2026Updated 7 months ago
- Functions for executing trading strategies via the API of Interactive Brokers☆15Oct 29, 2021Updated 5 years ago
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆165Dec 15, 2025Updated 10 months ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆117Dec 14, 2024Updated last year
- R package for Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Time Series Models☆21Apr 27, 2026Updated 6 months ago
- R package AssetAllocation☆33Nov 30, 2023Updated 2 years ago
- R package for fitting the partially cointegrated model☆15Feb 26, 2023Updated 3 years ago
- R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.☆16Feb 8, 2016Updated 10 years ago
- ☆10Mar 28, 2022Updated 4 years ago
- Engle-Granger cointegration models in R☆18Feb 27, 2023Updated 3 years ago
- Makes 'SimFin' data (https://simfin.com/) easily accessible in R.☆21Aug 13, 2025Updated last year
- R package intended for visualisation, analysis and reconstruction of limit order book data☆164Aug 21, 2026Updated 2 months ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- GARCH models estimated using autodiff.☆20Oct 9, 2026Updated 3 weeks ago
- ☆310Sep 14, 2023Updated 3 years ago
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Feb 3, 2014Updated 12 years ago
- ☆107Updated this week
- all functions and scripts of the lazy trade educational project on udemy☆24Jul 17, 2024Updated 2 years ago
- Technical analysis in R: indicators, candlestick pattern detection, and interactive trading charts.☆15Oct 23, 2026Updated last week
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more. (…☆66Oct 19, 2026Updated last week
- getSymbols() reboot☆17Oct 17, 2024Updated 2 years ago
- Forecasting for mlr3☆22Aug 16, 2024Updated 2 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations☆16Aug 21, 2026Updated 2 months ago
- quant_rv is a quantitative ETF trading strategy based on realized volatility, written in R☆27Mar 1, 2024Updated 2 years ago
- An R package that interfaces to DTN IQFeed over TCP/IP☆30Sep 7, 2016Updated 10 years ago
- This repository contains an event dispatcher for .Net☆10Jul 27, 2016Updated 10 years ago
- ☆13Jun 14, 2014Updated 12 years ago
- Technical analysis and other functions to construct technical trading rules with R☆351Feb 28, 2026Updated 8 months ago
- Calculate Simple Candle Stick Pattern☆30Feb 13, 2024Updated 2 years ago
- R interface to the QuantLib library☆136Oct 13, 2026Updated 2 weeks ago
- Oracle 'Berkeley DB' Interface for R☆11Apr 3, 2019Updated 7 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- An R package to draw highstock charts. This is for demonstration purpose of htmlwidgets at 46th Tokyo.R meeting.☆11Feb 27, 2015Updated 11 years ago
- ☆84Dec 12, 2024Updated last year
- Stock Price Prediction with PCA and LSTM☆14Mar 3, 2021Updated 5 years ago
- Nanosecond Resolution Time Functionality for R☆56Jul 28, 2026Updated 3 months ago
- My custom config files☆13Sep 23, 2026Updated last month
- Automated Backtesting of Portfolios over Multiple Datasets☆76May 18, 2026Updated 5 months ago
- ☆17Jan 10, 2026Updated 9 months ago