censix / INTRADAY-PartAB
Updated repository containing datafeed and strategy
☆12Updated 10 years ago
Alternatives and similar repositories for INTRADAY-PartAB:
Users that are interested in INTRADAY-PartAB are comparing it to the libraries listed below
- R package for high frequency time series data management☆61Updated 3 weeks ago
- An R implementation of Interactive Brokers API☆39Updated last month
- ☆45Updated 10 years ago
- Simple Risk Premia Strategy☆34Updated 3 years ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆62Updated 3 weeks ago
- R package for financial simulation☆39Updated 4 months ago
- R package AssetAllocation☆34Updated last year
- R package for inference on the Sharpe ratio.☆19Updated 3 months ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆118Updated 3 months ago
- R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.☆16Updated 9 years ago
- A Shiny app to work with future contracts data☆23Updated 7 years ago
- Calculate Simple Candle Stick Pattern☆27Updated last year
- Functions for the construction of risk-based portfolios☆51Updated 3 years ago
- R API to Interactive Brokers Trader Workstation☆70Updated 6 months ago
- ☆87Updated last week
- Easily source publicly available data on derivatives☆37Updated 3 years ago
- Repository for exploring ways to develop html presentation for the PortfolioAnalytics package☆21Updated 10 years ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆27Updated 5 years ago
- Digital Signal Trading (John Ehlers indicators)☆91Updated 6 years ago
- ☆78Updated last month
- R package for fitting the partially cointegrated model☆15Updated 2 years ago
- ☆45Updated 7 months ago
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆108Updated 6 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆26Updated 8 years ago
- An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies☆27Updated 4 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
- This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…☆16Updated 4 months ago
- R package for commodities and finance analytics. Sister python package details below.☆30Updated last month
- Probability of Backtest Overfitting☆48Updated 2 years ago
- Fixed income tools for R☆59Updated last year