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…☆118Updated 11 months ago
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆110Updated 6 years ago
- Digital Signal Trading (John Ehlers indicators)☆93Updated 6 years ago
- R package for high frequency time series data management☆64Updated 5 months ago
- R API to Interactive Brokers Trader Workstation☆74Updated last year
- ☆302Updated 2 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆27Updated 9 years ago
- Technical analysis and other functions to construct technical trading rules with R☆343Updated 6 months ago
- Functions for the construction of risk-based portfolios☆54Updated 4 years ago
- Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.☆121Updated 3 years ago
- ☆81Updated 11 months ago
- Provides advanced options strategies analytics using IG Index REST API☆10Updated 5 years ago
- ☆95Updated 6 months ago
- Fixed income tools for R☆62Updated 6 months ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆28Updated 4 months ago
- ☆229Updated 2 months ago
- ☆45Updated 11 years ago
- CRAN Task View: Empirical Finance☆58Updated last week
- Quantitative Trading with R☆200Updated 7 years ago
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆160Updated 2 years ago
- Source code and community enhancements for Automated Trading with R by Christopher Conlan, Springer/Apress Oct. 2016☆52Updated 8 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
- ☆46Updated 9 years ago
- R presentation files (knitr, shiny, etc.)☆12Updated 3 months ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆63Updated 3 weeks ago
- Functions for executing trading strategies via the API of Interactive Brokers☆14Updated 4 years ago
- ☆94Updated last month
- Design of Risk Parity Portfolios☆116Updated 3 years ago
- Simple Risk Premia Strategy☆38Updated 4 years ago
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆25Updated 4 years ago