eguidotti / RblDataLicenseLinks
R Interface to Bloomberg Data License
☆17Updated last year
Alternatives and similar repositories for RblDataLicense
Users that are interested in RblDataLicense are comparing it to the libraries listed below
Sorting:
- R package AssetAllocation☆33Updated 2 years ago
- ☆83Updated last year
- An R implementation of Interactive Brokers API☆46Updated last month
- This repository will be used to organize all the codes and notes written on the Empirical asset pricing course given at the school of eco…☆12Updated 2 years ago
- ☆12Updated 2 years ago
- Fixed income tools for R☆63Updated 8 months ago
- R package for commodities and finance analytics. Sister python package details below.☆32Updated 3 months ago
- CRAN Task View: Empirical Finance☆15Updated 3 weeks ago
- CRAN Task View: Empirical Finance☆58Updated 3 weeks ago
- Get Tidy Fundamental Financial Data from EGDAR☆15Updated 2 months ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆64Updated last month
- This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…☆16Updated last year
- Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.☆24Updated 2 years ago
- R Finance packages not listed in the Empirical Finance Task View☆13Updated last month
- ☆98Updated this week
- ☆45Updated 11 years ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆28Updated 6 months ago
- getSymbols() reboot☆17Updated last year
- This repository hosts the source code for the website tidy-finance.org☆113Updated this week
- an R interface to Refinitv Eikon and Refinitiv DataStream☆10Updated last week
- A shiny application to explore the basics of option evaluation☆15Updated 8 years ago
- Tidy Financial Statement Data in R. Via the Yahoo Finance API.☆32Updated 2 years ago
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Updated 12 years ago
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Updated 4 years ago
- The R package offers a wide range of functions for term structure estimation based on static and dynamic coupon bond and yield data sets.…☆11Updated 10 years ago
- Functions and a R5 class that allows data to be downloaded and uploaded to the LSEG Datastream database via the DSWS server☆23Updated 10 months ago
- Calculate Simple Candle Stick Pattern☆28Updated last year
- Financial Market Building Blocks☆12Updated 4 years ago
- ☆41Updated 4 years ago
- Imputation of Financial Time Series with Missing Values and/or Outliers☆25Updated 4 years ago