Alternatives and similar repositories for IBrokers2

Users that are interested in IBrokers2 are comparing it to the libraries listed below

• mfrdixon / gpusvcalibration
  Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs
  ☆11Updated 11 years ago
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆62Updated last month
• algoquant / presentations
  R presentation files (knitr, shiny, etc.)
  ☆12Updated 2 months ago
• braverock / blotter
  blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…
  ☆119Updated 7 months ago
• rubetron / AssetAllocation
  R package AssetAllocation
  ☆34Updated last year
• R-Finance / PortfolioAnalytics
  ☆45Updated 11 years ago
• braverock / FactorAnalytics
  ☆74Updated 7 months ago
• timtrice / backtesting-strategies
  Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages
  ☆110Updated 6 years ago
• braverock / PortfolioAnalytics
  ☆93Updated 2 months ago
• eddelbuettel / ctv-finance
  CRAN Task View: Empirical Finance
  ☆57Updated last month
• IlyaKipnis / DSTrading
  Digital Signal Trading (John Ehlers indicators)
  ☆93Updated 6 years ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆52Updated 4 years ago
• joshuaulrich / IBrokers
  R API to Interactive Brokers Trader Workstation
  ☆73Updated 10 months ago
• babbage9010 / quant_rv
  quant_rv is a quantitative ETF trading strategy based on realized volatility, written in R
  ☆24Updated last year
• lbilli / rib
  An R implementation of Interactive Brokers API
  ☆43Updated 2 months ago
• R-Finance / Meucci
  ☆45Updated 9 years ago
• enricoschumann / PMwR
  Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.
  ☆62Updated last week
• monty-se / PINstimation
  A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…
  ☆40Updated 8 months ago
• EmanuelSommer / portvine
  Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.
  ☆22Updated last year
• IlyaKipnis / IKTrading
  Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.
  ☆119Updated 3 years ago
• emilsjoerup / HARModel
  An implementation of the Heterogeneous AutoRegressive model from Corsi(2009)
  ☆19Updated 2 years ago
• dppalomar / portfolioBacktest
  Automated Backtesting of Portfolios over Multiple Datasets
  ☆63Updated 3 years ago
• Bazman76 / ilmanen_expected_returns
  ☆15Updated 3 years ago
• DavZim / OptionValuation
  A shiny application to explore the basics of option evaluation
  ☆15Updated 7 years ago
• braverock / quantstrat
  ☆299Updated last year
• Robot-Wealth / trader-tales
  ☆78Updated 5 months ago
• jonathancornelissen / highfrequency
  The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…
  ☆159Updated last year
• wilsonfreitas / R-fixedincome
  Fixed income tools for R
  ☆60Updated 2 months ago
• Waleem / MSM
  An R package for forecasting volatility, using the Markov Switching Multifractal model.
  ☆31Updated 8 years ago
• risktoollib / RTL
  R package for commodities and finance analytics. Sister python package details below.
  ☆30Updated this week