Alternatives and similar repositories for RollingWindow:

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

• jasonjfoster / roll
  Fast and efficient computation of rolling and expanding statistics for time-series data.
  ☆116Updated 2 months ago
• eddelbuettel / rquantlib
  R interface to the QuantLib library
  ☆123Updated 3 weeks ago
• eddelbuettel / ctv-finance
  CRAN Task View: Empirical Finance
  ☆56Updated 5 months ago
• braverock / PortfolioAnalytics
  ☆89Updated 2 weeks ago
• cran / rugarch
   This is a read-only mirror of the CRAN R package repository. rugarch — Univariate GARCH Models. Homepage: http://www.unstarched.net, ht…
  ☆28Updated 6 months ago
• DavisVaughan / flyingfox
  An R Interface to the Quantopian Zipline Financial Backtester
  ☆25Updated 6 years ago
• joshuaulrich / IBrokers
  R API to Interactive Brokers Trader Workstation
  ☆70Updated 7 months ago
• 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
• kevinushey / RcppRoll
  Fast rolling functions through Rcpp
  ☆81Updated 9 months ago
• AvinashAcharya / factorAnalytics
  R package factorAnalytics developed during Google Summer of Code 2016
  ☆24Updated 6 years ago
• braverock / blotter
  blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…
  ☆118Updated 4 months ago
• R-Finance / PortfolioAnalytics
  ☆45Updated 10 years ago
• joshuaulrich / xts
  Extensible time series class that provides uniform handling of many R time series classes by extending zoo.
  ☆220Updated last month
• ahmedmohamedali / eikonapir
  ☆41Updated 3 years ago
• braverock / FactorAnalytics
  ☆71Updated 4 months ago
• business-science / riingo
  An R interface to the Tiingo stock price API
  ☆52Updated 4 years ago
• braverock / FinancialInstrument
  ☆19Updated 7 years ago
• lbilli / rib
  An R implementation of Interactive Brokers API
  ☆40Updated last month
• emilsjoerup / HARModel
  An implementation of the Heterogeneous AutoRegressive model from Corsi(2009)
  ☆18Updated 2 years ago
• timtrice / backtesting-strategies
  Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages
  ☆108Updated 6 years ago
• ineswilms / bigtime
  Sparse estimation of large time series models
  ☆30Updated last year
• bpfaff / cccp
  R package for solving cone constrained convex optimization problems.
  ☆17Updated 2 years ago
• alexiosg / rugarch
  Univariate GARCH models in R
  ☆26Updated 3 months ago
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆62Updated this week
• R-Finance / PerformanceAnalytics
  ☆30Updated 5 years ago
• DavZim / RITCH
  An R interface to the ITCH Protocol
  ☆18Updated 7 months ago
• martinv13 / shiny-futures
  A Shiny app to work with future contracts data
  ☆23Updated 8 years ago
• wilsonfreitas / R-bizdays
  Business Days Calculations and Utilities
  ☆56Updated 3 months ago
• anttsou / qmj
  ☆11Updated last month
• ShichenXie / pedquant
  quant, financial data, economic data
  ☆59Updated last month