censix / INTRADAY-PartABLinks
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
Sorting:
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆118Updated 10 months ago
- An R implementation of Interactive Brokers API☆43Updated 3 weeks ago
- R package for high frequency time series data management☆64Updated 5 months ago
- Digital Signal Trading (John Ehlers indicators)☆93Updated 6 years ago
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆110Updated 6 years ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆63Updated last week
- R package for fitting the partially cointegrated model☆15Updated 2 years ago
- R Shiny app to compare the relative performance of cryptos and equities.☆112Updated 4 years ago
- CRAN Task View: Empirical Finance☆58Updated last week
- Functions for the construction of risk-based portfolios☆54Updated 4 years ago
- R package for inference on the Sharpe ratio.☆20Updated 10 months ago
- ☆95Updated 5 months ago
- ☆79Updated 10 months ago
- Easily source publicly available data on derivatives☆37Updated 3 years ago
- Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.☆121Updated 3 years ago
- R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.☆16Updated 9 years ago
- Fixed income tools for R☆62Updated 5 months ago
- ☆45Updated 11 years ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆27Updated 3 months ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆27Updated 9 years ago
- An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies☆28Updated 5 years ago
- ☆75Updated 9 years ago
- Design of Risk Parity Portfolios☆116Updated 2 years ago
- Repository for exploring ways to develop html presentation for the PortfolioAnalytics package☆21Updated 11 years ago
- R package AssetAllocation☆33Updated last year
- This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…☆16Updated 10 months ago
- R API to Interactive Brokers Trader Workstation☆74Updated last year
- Code to manage data related to SEC filings on EDGAR.☆20Updated 2 years ago
- R package for financial simulation☆54Updated last month
- ☆46Updated 9 years ago