enricoschumann / PMwR
Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.
☆60Updated this week
Related projects: ⓘ
- A shiny application to explore the basics of option evaluation☆15Updated 7 years ago
- ☆76Updated 3 weeks ago
- ☆67Updated 6 months ago
- A Shiny app to work with future contracts data☆22Updated 7 years ago
- R package AssetAllocation☆33Updated 9 months ago
- ☆45Updated 10 years ago
- Fixed income tools for R☆51Updated 8 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…☆33Updated last week
- R API to Interactive Brokers Trader Workstation☆65Updated last week
- Functions for the construction of risk-based portfolios☆51Updated 3 years ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆112Updated last week
- CRAN Task View: Empirical Finance☆56Updated 6 months ago
- This repository hosts the source code for the website tidy-finance.org☆83Updated this week
- An R interface to the Tiingo stock price API☆51Updated 4 years ago
- R package for option pricing☆35Updated 2 years ago
- R package for high frequency time series data management☆61Updated 2 months ago
- An R implementation of Interactive Brokers API☆36Updated this week
- ☆40Updated 3 years ago
- An R Interface to the Quantopian Zipline Financial Backtester☆25Updated 6 years ago
- Functions for executing trading strategies via the API of Interactive Brokers☆13Updated 2 years ago
- R package factorAnalytics developed during Google Summer of Code 2016☆24Updated 5 years ago
- The Tidymodels Extension for GARCH models☆33Updated 2 years ago
- ☆207Updated 7 months ago
- ☆28Updated 5 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆24Updated 7 years ago
- R package for commodities and finance analytics. Sister python package details below.☆28Updated 3 weeks ago
- R Finance packages not listed in the Empirical Finance Task View☆11Updated last week
- Classes for analysing and implementing equity portfolios in R.☆15Updated last month
- Fast rolling and expanding window statistics in [R] using single-pass algorithms☆64Updated 7 years ago
- R bindings to The Investors Exchange (IEX) API☆9Updated 7 years ago