gyollin / quantstrat-tutorial
beamer/knitr slides for quantstrat tutorial
☆24Updated 8 years ago
Alternatives and similar repositories for quantstrat-tutorial:
Users that are interested in quantstrat-tutorial are comparing it to the libraries listed below
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆108Updated 6 years ago
- R package factorAnalytics developed during Google Summer of Code 2016☆24Updated 6 years ago
- ☆85Updated last month
- ☆69Updated 2 months ago
- ☆46Updated 10 years ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆116Updated 2 months ago
- R package for high frequency time series data management☆61Updated 3 months ago
- ☆74Updated 8 years ago
- CRAN Task View: Empirical Finance☆56Updated 3 months ago
- ☆45Updated 8 years ago
- quant, financial data, economic data☆59Updated this week
- ☆30Updated 5 years ago
- R API to Interactive Brokers Trader Workstation☆69Updated 5 months ago
- A shiny application to explore the basics of option evaluation☆15Updated 7 years ago
- ☆13Updated 10 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆26Updated 8 years ago
- Fast rolling and expanding window statistics in [R] using single-pass algorithms☆67Updated 8 years ago
- Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.☆118Updated 2 years ago
- Easily source publicly available data on derivatives☆37Updated 3 years ago
- An R Interface to the Quantopian Zipline Financial Backtester☆25Updated 6 years ago
- A Shiny app to work with future contracts data☆23Updated 7 years ago
- all functions and scripts of the lazy trade educational project on udemy☆23Updated 7 months ago
- R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/☆167Updated 2 months ago
- Digital Signal Trading (John Ehlers indicators)☆91Updated 6 years ago
- Probability of Backtest Overfitting☆48Updated 2 years ago
- This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …☆48Updated 6 years ago
- R interface to the QuantLib library☆123Updated last month
- MSGARCH R Package☆81Updated 2 years ago
- ☆293Updated last year