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 3 months ago
• braverock / PerformanceAnalytics
  ☆222Updated 3 months ago
• jasonjfoster / roll
  Fast and efficient computation of rolling and expanding statistics for time-series data.
  ☆116Updated last month
• Rblp / Rblpapi
  R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/
  ☆168Updated this week
• joshuaulrich / IBrokers
  R API to Interactive Brokers Trader Workstation
  ☆70Updated 6 months ago
• eddelbuettel / ctv-finance
  CRAN Task View: Empirical Finance
  ☆56Updated 4 months ago
• braverock / PortfolioAnalytics
  ☆86Updated last month
• quandl / quandl-r
  This is Quandl's R Package
  ☆137Updated 2 years ago
• business-science / alphavantager
  A lightweight R interface to the Alpha Vantage API
  ☆70Updated last year
• enricoschumann / PMwR
  Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.
  ☆62Updated last week
• braverock / blotter
  blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…
  ☆118Updated 2 months ago
• R-Finance / PerformanceAnalytics
  ☆30Updated 5 years ago
• andrewuhl / RollingWindow
  Fast rolling and expanding window statistics in [R] using single-pass algorithms
  ☆67Updated 8 years ago
• rmcd1024 / derivmkts
  R package for option pricing
  ☆36Updated 2 years ago
• joshuaulrich / TTR
  Technical analysis and other functions to construct technical trading rules with R
  ☆338Updated last year
• ahmedmohamedali / eikonapir
  ☆41Updated 3 years ago
• business-science / riingo
  An R interface to the Tiingo stock price API
  ☆52Updated 4 years ago
• timtrice / backtesting-strategies
  Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages
  ☆108Updated 6 years ago
• business-science / tibbletime
  Time-aware tibbles
  ☆178Updated 3 months ago
• braverock / quantstrat
  ☆293Updated last year
• cran / rugarch
   This is a read-only mirror of the CRAN R package repository. rugarch — Univariate GARCH Models. Homepage: http://www.unstarched.net, ht…
  ☆28Updated 5 months ago
• DavisVaughan / flyingfox
  An R Interface to the Quantopian Zipline Financial Backtester
  ☆25Updated 6 years ago
• braverock / FinancialInstrument
  ☆19Updated 7 years ago
• hgeorgako / rfortraders
  Quantitative Trading with R
  ☆193Updated 6 years ago
• R-Finance / PortfolioAnalytics
  ☆46Updated 10 years ago
• ShichenXie / pedquant
  quant, financial data, economic data
  ☆59Updated 3 weeks ago
• IlyaKipnis / DSTrading
  Digital Signal Trading (John Ehlers indicators)
  ☆91Updated 6 years ago
• sboysel / fredr
  An R client for the Federal Reserve Economic Data (FRED) API
  ☆93Updated last year
• msperlin / BatchGetSymbols
  Repository for CRAN package BatchGetSymbols
  ☆18Updated 2 years ago
• business-science / sweep
  Extending broom for time series forecasting
  ☆155Updated last year