eddelbuettel / rquantlib
R interface to the QuantLib library
☆119Updated 3 months ago
Related projects ⓘ
Alternatives and complementary repositories for rquantlib
- ☆209Updated 3 weeks ago
- R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/☆167Updated last month
- Extensible time series class that provides uniform handling of many R time series classes by extending zoo.☆219Updated this week
- Fast and efficient computation of rolling and expanding statistics for time-series data.☆116Updated this week
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆114Updated last month
- R API to Interactive Brokers Trader Workstation☆68Updated last month
- CRAN Task View: Empirical Finance☆56Updated last month
- R package for option pricing☆36Updated 2 years ago
- Fast rolling and expanding window statistics in [R] using single-pass algorithms☆67Updated 8 years ago
- ☆79Updated this week
- This is Quandl's R Package☆138Updated 2 years ago
- ☆288Updated last year
- An Investment Management toolkit for R. Because Excel is a threat to the global financial system.☆182Updated 7 months ago
- Technical analysis and other functions to construct technical trading rules with R☆331Updated 8 months ago
- Time-aware tibbles☆179Updated last year
- ☆40Updated 3 years ago
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆106Updated 5 years ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆61Updated last week
- An R interface to the Tiingo stock price API☆51Updated 4 years ago
- A lightweight R interface to the Alpha Vantage API☆69Updated last year
- An R Interface to the Quantopian Zipline Financial Backtester☆25Updated 6 years ago
- ☆29Updated 5 years ago
- An R client for the Federal Reserve Economic Data (FRED) API☆92Updated last year
- ☆50Updated 9 years ago
- Quantitative Trading with R☆189Updated 6 years ago
- ☆45Updated 8 years ago
- ☆18Updated 6 years ago
- ☆67Updated 8 months ago
- This is a read-only mirror of the CRAN R package repository. rugarch — Univariate GARCH Models. Homepage: http://www.unstarched.net, ht…☆28Updated last month
- R package - Financial Data from U.S. Securities and Exchange Commission☆129Updated 2 years ago