enricoschumann / PMwRLinks
Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.
☆62Updated 2 weeks ago
Alternatives and similar repositories for PMwR
Users that are interested in PMwR are comparing it to the libraries listed below
Sorting:
- ☆94Updated 4 months ago
- Fixed income tools for R☆61Updated 4 months ago
- CRAN Task View: Empirical Finance☆57Updated 3 months ago
- ☆45Updated 11 years ago
- ☆76Updated 9 months ago
- R API to Interactive Brokers Trader Workstation☆74Updated last year
- R package AssetAllocation☆33Updated last year
- Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Mar…☆37Updated last week
- An R implementation of Interactive Brokers API☆43Updated 4 months ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆119Updated 9 months ago
- ☆227Updated 3 weeks ago
- An R interface to the Tiingo stock price API☆52Updated 5 years ago
- This repository hosts the source code for the website tidy-finance.org☆101Updated last week
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Updated 11 years ago
- Functions for the construction of risk-based portfolios☆53Updated 4 years ago
- MSGARCH R Package☆80Updated 2 years ago
- A shiny application to explore the basics of option evaluation☆15Updated 8 years ago
- Easily source publicly available data on derivatives☆37Updated 3 years ago
- ☆20Updated 7 years ago
- This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…☆16Updated 9 months ago
- R package for commodities and finance analytics. Sister python package details below.☆31Updated this week
- R package for high frequency time series data management☆63Updated 3 months ago
- ☆30Updated 6 years ago
- R Finance packages not listed in the Empirical Finance Task View☆12Updated last week
- R package for option pricing☆35Updated 3 years ago
- R interface to the QuantLib library☆129Updated 4 months ago
- The Tidymodels Extension for GARCH models☆34Updated 3 years ago
- An R Interface to the Quantopian Zipline Financial Backtester☆25Updated 7 years ago
- A Shiny app to work with future contracts data☆23Updated 8 years ago
- Classes for analysing and implementing equity portfolios in R.☆17Updated last year