drquant / R_FinanceLinks
R scripts related to finance. These scripts will be clones or adaptations of the works of the Systematic Investor and QuantStrat TradeR blogs. My focus will be dynamic Asset Allocation and dynamic Risk Parity algorithms.
☆9Updated 10 years ago
Alternatives and similar repositories for R_Finance
Users that are interested in R_Finance are comparing it to the libraries listed below
Sorting:
- Information Value CRAN Pkg: Performance Analysis and companion functions that aid binary classification models like that of logistic regr…☆17Updated 3 years ago
- Graphical User Interface for Seasonal Adjustment☆23Updated 9 months ago
- Rcpp bindings for Boost Date_Time☆18Updated 4 months ago
- Calculate Simple Candle Stick Pattern☆28Updated last year
- A terribly-simple data base for time series☆13Updated 4 months ago
- Structure mining for xgboost model☆26Updated 4 years ago
- CRAN Task View: Empirical Finance☆57Updated last month
- all functions and scripts of the lazy trade educational project on udemy☆22Updated last year
- Forecast Combination in R☆29Updated 7 years ago
- R package for fast rolling and expanding linear regression models☆22Updated 3 years ago
- Methods for Temporal Disaggregation and Interpolation of Time Series☆41Updated last month
- An R-package for obtaining real-time data from ALFRED database☆19Updated 2 years ago
- R package for inference on the Sharpe ratio.☆20Updated 7 months ago
- R interface to XBRL US API☆22Updated 7 years ago
- An R Interface to the Quantopian Zipline Financial Backtester☆25Updated 7 years ago
- Fully automated GDP forecasting with R/shiny☆40Updated 10 years ago
- Content presented at the Saint Louis R User Group☆12Updated 4 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.…☆11Updated 10 years ago
- EventDetectR is an R-package for detecting/classifiying events in time-series data. It aims to combine multiple well-known R-packages li…☆14Updated 4 years ago
- Time-series functionality based on nanotime and data.table☆15Updated 7 months ago
- ☆38Updated 8 years ago
- An R package implementing Rubin's (1981) Bayesian bootstrap.☆49Updated 4 months ago
- Recurrent Neural Networks in R☆77Updated 2 years ago
- Review of time series using regression and neural network methods☆33Updated 6 years ago
- Easily source publicly available data on derivatives☆37Updated 3 years ago
- An R package that makes lightgbm models fully interpretable (take reference from https://github.com/AppliedDataSciencePartners/xgboostExp…☆23Updated 5 years ago
- Fit Lasso model to binary rules created from tree ensembles☆12Updated 8 years ago
- Time Series Forecasting Using KNN☆11Updated last year
- ☆30Updated 6 years ago
- Composable Preprocessing Operators for MLR☆37Updated last month