arbuzovv / rusquantLinks
Official version of rusquant package for R
☆46Updated 3 months ago
Alternatives and similar repositories for rusquant
Users that are interested in rusquant are comparing it to the libraries listed below
Sorting:
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆119Updated 7 months ago
- Digital Signal Trading (John Ehlers indicators)☆93Updated 6 years ago
- ☆299Updated last year
- R API to Interactive Brokers Trader Workstation☆73Updated 10 months ago
- Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.☆119Updated 3 years ago
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆110Updated 6 years ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆62Updated last week
- R code for quantitative analysis in finance☆32Updated 11 years ago
- Technical analysis and other functions to construct technical trading rules with R☆341Updated 2 months ago
- ☆45Updated 11 years ago
- Quantitative Trading with R☆198Updated 7 years ago
- R package for high frequency time series data management☆62Updated last month
- CRAN Task View: Empirical Finance☆57Updated last month
- ☆93Updated 2 months ago
- ☆74Updated 7 months ago
- ☆227Updated 7 months ago
- MSGARCH R Package☆80Updated 2 years ago
- R interface to the QuantLib library☆128Updated 2 months ago
- Functions for the construction of risk-based portfolios☆52Updated 4 years ago
- A Shiny app to work with future contracts data☆23Updated 8 years ago
- Fixed income tools for R☆60Updated 2 months ago
- Python client library to download historical data from finam.ru☆103Updated 2 years ago
- R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/☆170Updated 3 months ago
- An R implementation of Interactive Brokers API☆43Updated 2 months ago
- R Shiny app to compare the relative performance of cryptos and equities.☆112Updated 4 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
- Updated repository containing datafeed and strategy☆12Updated 10 years ago
- R package - Financial Data from U.S. Securities and Exchange Commission☆132Updated 3 years ago
- ☆20Updated 7 years ago
- Systematic Investor Toolkit☆487Updated 2 years ago