R interface to the QuantLib library
☆131Mar 9, 2026Updated last week
Alternatives and similar repositories for rquantlib
Users that are interested in rquantlib 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…☆118Dec 14, 2024Updated last year
- R package to download Prof. Kenneth French data sets☆14Mar 22, 2024Updated last year
- R package for Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Time Series Models☆21Mar 13, 2024Updated 2 years ago
- My custom config files☆13Jun 5, 2025Updated 9 months ago
- Fast and efficient computation of rolling and expanding statistics for time-series data.☆118Mar 3, 2026Updated 2 weeks ago
- ☆18Sep 30, 2021Updated 4 years ago
- header only essentials of QuantLib☆25Nov 4, 2017Updated 8 years ago
- R package for high frequency time series data management☆66Jan 20, 2026Updated 2 months ago
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆111Jan 27, 2019Updated 7 years ago
- ☆301Sep 14, 2023Updated 2 years ago
- Extensible time series class that provides uniform handling of many R time series classes by extending zoo.☆222Feb 28, 2026Updated 2 weeks ago
- Quantitative Financial Modelling Framework☆884Aug 7, 2025Updated 7 months ago
- Trust, but Verify☆81Jan 23, 2026Updated last month
- An R package that interfaces to DTN IQFeed over TCP/IP☆30Sep 7, 2016Updated 9 years ago
- ☆98Updated this week
- Oracle 'Berkeley DB' Interface for R☆11Apr 3, 2019Updated 6 years ago
- ☆19Jan 10, 2018Updated 8 years ago
- R package providing date C++ library header files☆11Jan 14, 2026Updated 2 months ago
- ☆17Mar 23, 2022Updated 3 years ago
- Datetime functionality from the C API for R☆12Jan 19, 2026Updated 2 months ago
- Examples of using Rcpp to interface R and C++☆49Jan 16, 2026Updated 2 months ago
- Time-series functionality based on nanotime and data.table☆15Updated this week
- Technical analysis and other functions to construct technical trading rules with R☆342Feb 28, 2026Updated 2 weeks ago
- Financial security modelling with Python and QuantLib☆34Apr 23, 2014Updated 11 years ago
- A package with different implementations of weighted random sampling without replacement in R☆19Updated this week
- An R implementation of Interactive Brokers API☆46Mar 5, 2026Updated 2 weeks ago
- ☆85Dec 12, 2024Updated last year
- This repository contains an event dispatcher for .Net☆10Jul 27, 2016Updated 9 years ago
- Bringing financial analysis to the tidyverse☆901Updated this week
- Out-Of-Sample Time Series Forecasting: OOS introduces a comprehensive framework for time series forecasting with traditional econometric …☆11Mar 30, 2021Updated 4 years ago
- ☆235Mar 5, 2026Updated 2 weeks ago
- Rcpp Bindings to FastAD Automatic Differentiation☆13Jan 19, 2026Updated 2 months ago
- R Interface to Protocol Buffers☆79Mar 7, 2026Updated last week
- CRAN Task View: Empirical Finance☆58Jan 13, 2026Updated 2 months ago
- R Client for Algorithmia Algorithms and Data API☆14Apr 25, 2022Updated 3 years ago
- cpp11 helps you to interact with R objects using C++ code.☆223Jan 22, 2026Updated last month
- Fast utility for date/time parsing and conversion in R☆43Mar 24, 2022Updated 3 years ago
- When Expectations Meet Reality: Realistic Unit Testing in R☆12Jul 11, 2024Updated last year
- Provides a replacement for `utils::install.packages()`☆35Apr 3, 2020Updated 5 years ago