braverock / blotterLinks
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.
☆118Updated 11 months ago
Alternatives and similar repositories for blotter
Users that are interested in blotter are comparing it to the libraries listed below
Sorting:
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆111Updated 6 years ago
- ☆301Updated 2 years ago
- Digital Signal Trading (John Ehlers indicators)☆93Updated 7 years ago
- ☆232Updated 3 months ago
- ☆95Updated 6 months ago
- Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.☆121Updated 3 years ago
- R API to Interactive Brokers Trader Workstation☆74Updated last year
- ☆82Updated 11 months ago
- ☆45Updated 11 years ago
- R package for high frequency time series data management☆64Updated 6 months ago
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆160Updated this week
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆63Updated last week
- CRAN Task View: Empirical Finance☆58Updated last month
- An R implementation of Interactive Brokers API☆44Updated 3 weeks ago
- 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 interfacing the Bloomberg API from https://www.bloomberglabs.com/api/☆173Updated 8 months ago
- Functions for the construction of risk-based portfolios☆54Updated 4 years ago
- Technical analysis and other functions to construct technical trading rules with R☆344Updated 6 months ago
- ☆46Updated 9 years ago
- ☆75Updated 9 years ago
- R interface to the QuantLib library☆131Updated 2 months ago
- ☆19Updated 7 years ago
- R package for option pricing☆35Updated 3 years ago
- Automated Backtesting of Portfolios over Multiple Datasets☆67Updated 3 years 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
- R code for quantitative analysis in finance☆32Updated 11 years ago
- Fast rolling and expanding window statistics in [R] using single-pass algorithms☆69Updated 9 years ago
- Quantitative Trading with R☆201Updated 7 years ago
- Functions for executing trading strategies via the API of Interactive Brokers☆14Updated 4 years ago