braverock / PerformanceAnalyticsLinks
☆228Updated last month
Alternatives and similar repositories for PerformanceAnalytics
Users that are interested in PerformanceAnalytics are comparing it to the libraries listed below
Sorting:
- R interface to the QuantLib library☆129Updated last week
- ☆301Updated 2 years ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆118Updated 9 months ago
- Technical analysis and other functions to construct technical trading rules with R☆343Updated 4 months ago
- ☆95Updated 4 months ago
- R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/☆173Updated 6 months ago
- R API to Interactive Brokers Trader Workstation☆74Updated last year
- Extensible time series class that provides uniform handling of many R time series classes by extending zoo.☆222Updated 2 months ago
- ☆76Updated 9 months ago
- Fixed income tools for R☆61Updated 4 months ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆62Updated last week
- CRAN Task View: Empirical Finance☆57Updated 2 weeks ago
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆110Updated 6 years ago
- ☆45Updated 11 years ago
- Bringing financial analysis to the tidyverse☆897Updated last week
- R package - Financial Data from U.S. Securities and Exchange Commission☆133Updated 3 years ago
- This is Quandl's R Package☆141Updated 3 years ago
- A shiny application to explore the basics of option evaluation☆15Updated 8 years ago
- quant, financial data, economic data☆63Updated 2 months ago
- R package for option pricing☆35Updated 3 years ago
- An Investment Management toolkit for R. Because Excel is a threat to the global financial system.☆187Updated last year
- An R interface to the Tiingo stock price API☆52Updated 5 years ago
- Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.☆121Updated 3 years ago
- This is a read-only mirror of the CRAN R package repository. rugarch — Univariate GARCH Models. Homepage: https://github.com/alexiosg/r…☆29Updated 3 months ago
- Quantitative Trading with R☆200Updated 7 years ago
- Systematic Investor Toolkit☆490Updated 2 years ago
- R package AssetAllocation☆33Updated last year
- ☆30Updated 6 years ago
- Digital Signal Trading (John Ehlers indicators)☆93Updated 6 years ago
- ☆46Updated 9 years ago