eddelbuettel / rquantlibLinks
R interface to the QuantLib library
☆129Updated 4 months ago
Alternatives and similar repositories for rquantlib
Users that are interested in rquantlib are comparing it to the libraries listed below
Sorting:
- Extensible time series class that provides uniform handling of many R time series classes by extending zoo.☆221Updated last month
- ☆227Updated 3 weeks ago
- ☆94Updated 4 months ago
- R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/☆173Updated 5 months ago
- Fast rolling and expanding window statistics in [R] using single-pass algorithms☆68Updated 8 years ago
- R API to Interactive Brokers Trader Workstation☆74Updated last year
- Fast and efficient computation of rolling and expanding statistics for time-series data.☆117Updated last month
- CRAN Task View: Empirical Finance☆57Updated 3 months ago
- This is Quandl's R Package☆141Updated 3 years ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆119Updated 9 months ago
- An R interface to the Tiingo stock price API☆52Updated 5 years ago
- A lightweight R interface to the Alpha Vantage API☆71Updated 2 years ago
- An R Interface to the Quantopian Zipline Financial Backtester☆25Updated 7 years ago
- An R implementation of Interactive Brokers API☆43Updated 4 months ago
- ☆30Updated 6 years ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆62Updated 2 weeks ago
- ☆42Updated 4 years ago
- Technical analysis and other functions to construct technical trading rules with R☆343Updated 4 months ago
- ☆20Updated 7 years ago
- An Investment Management toolkit for R. Because Excel is a threat to the global financial system.☆187Updated last year
- R package for option pricing☆35Updated 3 years ago
- An R client for the Federal Reserve Economic Data (FRED) API☆95Updated 2 years ago
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆110Updated 6 years ago
- R package - Financial Data from U.S. Securities and Exchange Commission☆133Updated 3 years ago
- ☆301Updated 2 years ago
- quant, financial data, economic data☆63Updated last month
- Repository for CRAN package BatchGetSymbols☆18Updated 3 years ago
- This is a read-only mirror of the CRAN R package repository. rugarch — Univariate GARCH Models. Homepage: https://github.com/alexiosg/r…☆29Updated 3 months ago
- An R client to the Public Rest API for Binance.☆54Updated last year
- Extending broom for time series forecasting☆156Updated 3 weeks ago