chrisconlan / automated_trading_with_R
Source code and community enhancements for Automated Trading with R by Christopher Conlan, Springer/Apress Oct. 2016
☆50Updated 7 years ago
Alternatives and similar repositories for automated_trading_with_R:
Users that are interested in automated_trading_with_R are comparing it to the libraries listed below
- Quantitative Trading with R☆193Updated 6 years ago
- Digital Signal Trading (John Ehlers indicators)☆90Updated 6 years ago
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆108Updated 5 years ago
- ☆50Updated 9 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆26Updated 8 years ago
- Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.☆118Updated 2 years ago
- R API to Interactive Brokers Trader Workstation☆69Updated 4 months ago
- ☆74Updated 8 years ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆116Updated last month
- Source code for 'Automated Trading with R' by Christopher Conlan☆40Updated 7 years ago
- Simple Risk Premia Strategy☆34Updated 3 years ago
- Ilya Kipnis's package for performance reporting☆21Updated 9 years ago
- R package for high frequency time series data management☆61Updated 2 months ago
- ☆76Updated last month
- The Thalesians' Python library☆62Updated 8 years ago
- CRAN Task View: Empirical Finance☆56Updated 2 months ago
- R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/☆167Updated last month
- Updated repository containing datafeed and strategy☆12Updated 9 years ago
- Simple portfolio analysis and management.☆28Updated 3 years ago
- An R Package for testing the Efficient Market Hypothesis☆28Updated 8 years ago
- R presentation files (knitr, shiny, etc.)☆12Updated 2 months ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆110Updated 7 years ago
- R interface to the QuantLib library☆122Updated last week
- ☆46Updated 10 years ago
- ☆81Updated this week
- R Shiny app to compare the relative performance of cryptos and equities.☆112Updated 4 years ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆62Updated last month
- Open Source Tools for Financial Time Series Analysis and Visualization☆69Updated 9 years ago
- Daily kata from Quantitative Investment Portfolio Analytics In R☆13Updated 5 years ago