chrisconlan / automated_trading_with_RLinks
Source code and community enhancements for Automated Trading with R by Christopher Conlan, Springer/Apress Oct. 2016
☆52Updated 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
Sorting:
- Quantitative Trading with R☆197Updated 7 years ago
- Digital Signal Trading (John Ehlers indicators)☆93Updated 6 years ago
- Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.☆119Updated 3 years ago
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆110Updated 6 years ago
- ☆49Updated 9 years ago
- R API to Interactive Brokers Trader Workstation☆73Updated 10 months ago
- Technical analysis and other functions to construct technical trading rules with R☆341Updated 2 months ago
- R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/☆170Updated 3 months ago
- ☆75Updated 9 years ago
- Code repository of Learning Quantitative Finance with R by Packt☆46Updated 2 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆27Updated 8 years ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆119Updated 7 months ago
- ☆227Updated 7 months ago
- ☆78Updated 5 months ago
- Simple Risk Premia Strategy☆36Updated 4 years ago
- ☆299Updated last year
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆116Updated 8 years ago
- Repository for exploring ways to develop html presentation for the PortfolioAnalytics package☆21Updated 11 years ago
- Ilya Kipnis's package for performance reporting☆22Updated 10 years ago
- R Shiny app to compare the relative performance of cryptos and equities.☆112Updated 4 years ago
- ☆45Updated 9 years ago
- R package for high frequency time series data management☆62Updated last month
- An R Package for testing the Efficient Market Hypothesis☆28Updated 8 years ago
- Retrieving historical financial stocks data from MorningStar☆29Updated 9 years ago
- R code for quantitative analysis in finance☆32Updated 11 years ago
- Systematic Investor Toolkit☆487Updated 2 years ago
- Source code for 'Automated Trading with R' by Christopher Conlan☆40Updated 7 years ago
- R interface to the QuantLib library☆128Updated 2 months ago
- ☆45Updated 11 years ago
- CRAN Task View: Empirical Finance☆57Updated last month