R code for quantitative analysis in finance
☆35Feb 19, 2014Updated 12 years ago
Alternatives and similar repositories for r-quant
Users that are interested in r-quant are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆50Sep 2, 2015Updated 11 years ago
- Financial Market Building Blocks☆12Feb 1, 2022Updated 4 years ago
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Feb 3, 2014Updated 12 years ago
- Classes for analysing and implementing equity portfolios in R.☆17Aug 19, 2024Updated 2 years ago
- The qq-pat library provides you with an easy interface for the creation of graphs and the calculation of statistics for financial time se…☆29Feb 15, 2019Updated 7 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- ITInvest SmartCOM3 API C++ connector (Windows/Linux)☆12Apr 5, 2017Updated 9 years ago
- quantitative - Quantitative finance back testing library☆66Mar 3, 2019Updated 7 years ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆116Dec 14, 2024Updated last year
- A python implementation of the fast-reversion Heston model of Mechkov [2015, https://goo.gl/2awbrV], for FX purposes.☆14May 24, 2018Updated 8 years ago
- 📚 MesoSim's Strategy Library☆21Apr 6, 2024Updated 2 years ago
- getSymbols() reboot☆17Oct 17, 2024Updated last year
- CRAN Task View: Empirical Finance☆58Aug 25, 2026Updated last week
- estimating stock index values based on economic indicators with R☆10Jun 22, 2016Updated 10 years ago
- Automatically exported from code.google.com/p/quantandfinancial☆14Feb 27, 2016Updated 10 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Use the micro data from the Household Finance and Consumption Survey with R.☆12Nov 11, 2017Updated 8 years ago
- R package AssetAllocation☆33Nov 30, 2023Updated 2 years ago
- A real-time quantitative trading/backtesting platform in C#, supporting IB (full brokerage) and Google Finance (quote only). It adds R su…☆169Jun 23, 2022Updated 4 years ago
- Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.☆121Mar 7, 2022Updated 4 years ago
- ☆39Apr 22, 2020Updated 6 years ago
- This is a shiny application displaying key indices, stocks, cryptocurrencies and much more. The data is from Yahoo Finance.☆11Oct 27, 2024Updated last year
- Codes for Mostly Harmless Quantitative Finance☆40Oct 18, 2022Updated 3 years ago
- Price response function and spread impact analysis in correlated financial markets☆15Jan 13, 2025Updated last year
- An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies☆29Jun 7, 2020Updated 6 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Source code for 'Automated Trading with R' by Christopher Conlan☆40Dec 1, 2017Updated 8 years ago
- Modelo LaTeX para trabalhos acadêmicos do Instituto Militar de Engenharia (IME)☆11May 15, 2026Updated 3 months ago
- Extract many time series features. Inspired by https://github.com/blue-yonder/tsfresh☆19Apr 23, 2020Updated 6 years ago
- ☆12Jun 9, 2020Updated 6 years ago
- ☆16Jan 18, 2023Updated 3 years ago
- This repository houses a collection of Excel-based projects and dashboards, each designed to provide insightful data analysis on various …☆13Oct 25, 2023Updated 2 years ago
- Stock Market Functions for Excel using VBA☆18Apr 17, 2026Updated 4 months ago
- A Julia package for quantitative finance☆39May 17, 2017Updated 9 years ago
- An R Interface to the Quantopian Zipline Financial Backtester☆25Jun 16, 2018Updated 8 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- ☆20Jan 10, 2018Updated 8 years ago
- Official version of rusquant package for R☆49Oct 25, 2025Updated 10 months ago
- 'Portfolio Analysis, methods for portfolio optimization'☆23Jan 26, 2021Updated 5 years ago
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆22Jul 13, 2022Updated 4 years ago
- Stock Market Analysis☆23Jul 15, 2020Updated 6 years ago
- Book resources for Beyond Spreadsheets with R☆14Dec 14, 2018Updated 7 years ago
- Inline charts for R☆12May 28, 2019Updated 7 years ago