braverock / blotter
blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Actively maintained and developed.
☆112Updated last week
Related projects: ⓘ
- ☆284Updated last year
- Digital Signal Trading (John Ehlers indicators)☆87Updated 5 years ago
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆104Updated 5 years ago
- ☆76Updated 3 weeks ago
- R API to Interactive Brokers Trader Workstation☆65Updated last week
- ☆207Updated 7 months ago
- ☆35Updated this week
- R package for high frequency time series data management☆61Updated 2 months ago
- Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.☆116Updated 2 years ago
- ☆67Updated 6 months ago
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆147Updated 11 months ago
- R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/☆166Updated this week
- R code for quantitative analysis in finance☆30Updated 10 years ago
- ☆45Updated 10 years ago
- ☆73Updated 8 years ago
- ☆45Updated 8 years ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆60Updated this week
- CRAN Task View: Empirical Finance☆56Updated 6 months ago
- R interface to the QuantLib library☆117Updated last month
- Simple Risk Premia Strategy☆32Updated 3 years ago
- A shiny application to explore the basics of option evaluation☆15Updated 7 years ago
- ☆18Updated 6 years ago
- Quantitative Trading with R☆189Updated 6 years ago
- ☆69Updated 5 months ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆24Updated 7 years ago
- Functions for executing trading strategies via the API of Interactive Brokers☆13Updated 2 years ago
- Functions for the construction of risk-based portfolios☆51Updated 3 years ago
- An R implementation of Interactive Brokers API☆36Updated this week
- R package for financial simulation☆38Updated 3 months ago
- Technical analysis and other functions to construct technical trading rules with R☆330Updated 7 months ago