dgerlanc / portfolio
Classes for analysing and implementing equity portfolios in R.
☆15Updated 3 months ago
Related projects ⓘ
Alternatives and complementary repositories for portfolio
- R package for commodities and finance analytics. Sister python package details below.☆28Updated 2 months ago
- Functions and a R5 class that allows data to be downloaded and uploaded to the LSEG Datastream database via the DSWS server☆20Updated 2 months ago
- Riex☆9Updated 3 years ago
- Tidy Financial Statement Data in R. Via the Yahoo Finance API.☆31Updated last year
- Repository for R package simfinR☆8Updated 3 years ago
- Easily source publicly available data on derivatives☆37Updated 2 years ago
- R package to download Prof. Kenneth French data sets☆12Updated 7 months ago
- Fixed income tools for R☆52Updated 10 months ago
- Shiny app for IFRS provisioning and estimated loss report☆10Updated 3 years ago
- Financial Market Building Blocks☆12Updated 2 years ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆27Updated 5 years ago
- This is the data scraping & modeling code used for models shown in https://econforecasting.com.☆10Updated last year
- R package AssetAllocation☆34Updated 11 months ago
- A Shiny app to work with future contracts data☆23Updated 7 years ago
- An R package for multivariate signal extraction☆14Updated last week
- This repository hosts the source code for the website tidy-finance.org☆86Updated this week
- R Finance packages not listed in the Empirical Finance Task View☆11Updated this week
- BLS API V2 interface☆15Updated last year
- CRAN Task View: Empirical Finance☆56Updated last week
- R scripts related to finance. These scripts will be clones or adaptations of the works of the Systematic Investor and QuantStrat TradeR b…☆8Updated 9 years ago
- Financial Engineering in R☆12Updated 3 years ago
- The R package offers a wide range of functions for term structure estimation based on static and dynamic coupon bond and yield data sets.…☆10Updated 9 years ago
- an R interface to Refinitv Eikon and Refinitiv DataStream☆8Updated last month
- ☆40Updated 3 years ago
- Obtain historical and near real time data from Yahoo Finance☆13Updated this week
- getSymbols() reboot☆16Updated last month
- An R-package for obtaining real-time data from ALFRED database☆20Updated last year
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆61Updated last week
- Leontief's Input-Output Model in R☆12Updated 5 months ago
- An R interface to the ITCH Protocol☆18Updated 2 months ago