arbuzovv / rusquant
Official version of rusquant package for R
☆45Updated 5 months ago
Related projects ⓘ
Alternatives and complementary repositories for rusquant
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆61Updated last week
- ☆79Updated 2 weeks ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆114Updated 2 months ago
- R code for quantitative analysis in finance☆30Updated 10 years ago
- R API to Interactive Brokers Trader Workstation☆68Updated 2 months ago
- R package for high frequency time series data management☆61Updated 3 weeks ago
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆106Updated 5 years ago
- Digital Signal Trading (John Ehlers indicators)☆89Updated 5 years ago
- Functions for the construction of risk-based portfolios☆51Updated 3 years ago
- R package AssetAllocation☆34Updated 11 months ago
- ☆289Updated last year
- ☆67Updated 8 months ago
- CRAN Task View: Empirical Finance☆56Updated last week
- GigaPack is API and calculation layer based on AlgoPack from MOEX☆17Updated 4 months ago
- A Shiny app to work with future contracts data☆23Updated 7 years ago
- Fixed income tools for R☆52Updated 10 months ago
- Functions for executing trading strategies via the API of Interactive Brokers☆14Updated 3 years ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆27Updated 5 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆25Updated 8 years ago
- Simple Risk Premia Strategy☆34Updated 3 years ago
- Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.☆117Updated 2 years ago
- R interface to the QuantLib library☆120Updated 3 months ago
- Python client library to download historical data from finam.ru☆102Updated last year
- ☆46Updated 10 years ago
- ☆45Updated 8 years ago
- MOEX API AlgoPack integration with Backtrader. На данных с биржи MOEX теперь можно создавать полноценные торговые стратегии. Проводить Ba…☆47Updated 9 months ago
- An R package for forecasting volatility, using the Markov Switching Multifractal model.☆29Updated 7 years ago
- Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Mar…☆34Updated 2 weeks ago
- Stock Market Analysis☆22Updated 4 years ago