enricoschumann / PMwRLinks
Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.
☆63Updated 3 weeks ago
Alternatives and similar repositories for PMwR
Users that are interested in PMwR are comparing it to the libraries listed below
Sorting:
- ☆95Updated 6 months ago
- CRAN Task View: Empirical Finance☆58Updated last week
- ☆81Updated 11 months ago
- An R implementation of Interactive Brokers API☆44Updated last month
- Fixed income tools for R☆62Updated 6 months ago
- ☆45Updated 11 years ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆118Updated 11 months ago
- R API to Interactive Brokers Trader Workstation☆74Updated last year
- This repository hosts the source code for the website tidy-finance.org☆101Updated 2 weeks ago
- ☆230Updated 2 months ago
- R package AssetAllocation☆33Updated last year
- R package for high frequency time series data management☆64Updated 5 months ago
- Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Mar…☆38Updated last week
- A shiny application to explore the basics of option evaluation☆15Updated 8 years ago
- An R Interface to the Quantopian Zipline Financial Backtester☆25Updated 7 years ago
- An R interface to the Tiingo stock price API☆52Updated 5 years ago
- ☆19Updated 7 years ago
- Fast rolling and expanding window statistics in [R] using single-pass algorithms☆68Updated 9 years ago
- R package for commodities and finance analytics. Sister python package details below.☆31Updated last month
- Functions for the construction of risk-based portfolios☆54Updated 4 years ago
- Get Tidy Fundamental Financial Data from EGDAR☆15Updated last week
- R interface to the QuantLib library☆131Updated last month
- MSGARCH R Package☆81Updated 2 years ago
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Updated 11 years ago
- ☆30Updated 6 years ago
- Calculate Simple Candle Stick Pattern☆29Updated last year
- The Tidymodels Extension for GARCH models☆35Updated 3 years ago
- R Finance packages not listed in the Empirical Finance Task View☆13Updated 2 weeks ago
- R package for option pricing☆35Updated 3 years ago
- CRAN Task View: Empirical Finance☆14Updated last week