Alternatives and similar repositories for rquantlib:

Users that are interested in rquantlib are comparing it to the libraries listed below

• joshuaulrich / xts
  Extensible time series class that provides uniform handling of many R time series classes by extending zoo.
  ☆221Updated last month
• braverock / PerformanceAnalytics
  ☆224Updated 4 months ago
• braverock / PortfolioAnalytics
  ☆93Updated last week
• Rblp / Rblpapi
  R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/
  ☆170Updated last month
• jasonjfoster / roll
  Fast and efficient computation of rolling and expanding statistics for time-series data.
  ☆117Updated last week
• joshuaulrich / IBrokers
  R API to Interactive Brokers Trader Workstation
  ☆72Updated 7 months ago
• eddelbuettel / ctv-finance
  CRAN Task View: Empirical Finance
  ☆57Updated 5 months ago
• braverock / blotter
  blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…
  ☆119Updated 4 months ago
• quandl / quandl-r
  This is Quandl's R Package
  ☆138Updated 2 years ago
• andrewuhl / RollingWindow
  Fast rolling and expanding window statistics in [R] using single-pass algorithms
  ☆66Updated 8 years ago
• business-science / tibbletime
  Time-aware tibbles
  ☆178Updated 5 months ago
• business-science / alphavantager
  A lightweight R interface to the Alpha Vantage API
  ☆70Updated 2 years ago
• business-science / riingo
  An R interface to the Tiingo stock price API
  ☆52Updated 4 years ago
• joshuaulrich / TTR
  Technical analysis and other functions to construct technical trading rules with R
  ☆339Updated last year
• rmcd1024 / derivmkts
  R package for option pricing
  ☆36Updated 2 years ago
• R-Finance / PerformanceAnalytics
  ☆30Updated 5 years ago
• sboysel / fredr
  An R client for the Federal Reserve Economic Data (FRED) API
  ☆93Updated 2 years ago
• enricoschumann / PMwR
  Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.
  ☆62Updated this week
• braverock / quantstrat
  ☆294Updated last year
• RcppCore / RcppEigen
  Rcpp integration for the Eigen templated linear algebra library
  ☆115Updated last month
• DavisVaughan / flyingfox
  An R Interface to the Quantopian Zipline Financial Backtester
  ☆25Updated 6 years ago
• lbilli / rib
  An R implementation of Interactive Brokers API
  ☆41Updated last week
• ahmedmohamedali / eikonapir
  ☆41Updated 3 years ago
• business-science / sweep
  Extending broom for time series forecasting
  ☆155Updated last year
• agstudy / rsqlserver
  Sql Server driver database interface (DBI) driver for R. This is a DBI-compliant Sql Server driver based on the System.Data.SqlClient.
  ☆83Updated 7 years ago
• timtrice / backtesting-strategies
  Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages
  ☆109Updated 6 years ago
• yogat3ch / AlpacaforR
  Connecting to Alpaca API and using it with R
  ☆38Updated last year
• IlyaKipnis / DSTrading
  Digital Signal Trading (John Ehlers indicators)
  ☆92Updated 6 years ago
• braverock / FinancialInstrument
  ☆20Updated 7 years ago
• daroczig / binancer
  An R client to the Public Rest API for Binance.
  ☆53Updated last year