artyyouth / r-quantLinks
R code for quantitative analysis in finance
☆32Updated 11 years ago
Alternatives and similar repositories for r-quant
Users that are interested in r-quant 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
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆110Updated 6 years ago
- R API to Interactive Brokers Trader Workstation☆73Updated 10 months ago
- Digital Signal Trading (John Ehlers indicators)☆93Updated 6 years ago
- ☆299Updated last year
- ☆93Updated 2 months ago
- Quantitative Trading with R☆197Updated 7 years ago
- ☆227Updated 7 months ago
- ☆74Updated 7 months ago
- Technical analysis and other functions to construct technical trading rules with R☆341Updated 2 months ago
- Provides advanced options strategies analytics using IG Index REST API☆10Updated 4 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆27Updated 8 years ago
- ☆45Updated 11 years ago
- R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/☆170Updated 3 months ago
- CRAN Task View: Empirical Finance☆57Updated last month
- R package for high frequency time series data management☆62Updated last month
- ☆45Updated 9 years ago
- An R package for forecasting volatility, using the Markov Switching Multifractal model.☆31Updated 8 years ago
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆159Updated last year
- Functions for the construction of risk-based portfolios☆52Updated 4 years ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆62Updated last week
- ☆78Updated 5 months ago
- Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.☆119Updated 3 years ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆28Updated last week
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Updated 11 years ago
- R package AssetAllocation☆34Updated last year
- Fixed income tools for R☆60Updated 2 months ago
- Simple Risk Premia Strategy☆36Updated 4 years ago
- Functions for executing trading strategies via the API of Interactive Brokers☆14Updated 3 years ago
- ☆49Updated 9 years ago