gyollin / quantstrat-tutorialLinks
beamer/knitr slides for quantstrat tutorial
☆25Updated 9 years ago
Alternatives and similar repositories for quantstrat-tutorial
Users that are interested in quantstrat-tutorial are comparing it to the libraries listed below
Sorting:
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆110Updated 6 years ago
- R API to Interactive Brokers Trader Workstation☆73Updated 8 months ago
- ☆93Updated 3 weeks ago
- R package factorAnalytics developed during Google Summer of Code 2016☆24Updated 6 years ago
- ☆45Updated 10 years ago
- ☆45Updated 9 years ago
- Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.☆119Updated 3 years ago
- ☆30Updated 5 years ago
- CRAN Task View: Empirical Finance☆57Updated 3 weeks ago
- R package for high frequency time series data management☆62Updated 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
- ☆75Updated 8 years ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆119Updated 5 months ago
- Digital Signal Trading (John Ehlers indicators)☆92Updated 6 years ago
- ☆72Updated 5 months ago
- A Shiny app to work with future contracts data☆23Updated 8 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆27Updated 8 years ago
- quant, financial data, economic data☆60Updated this week
- Functions for executing trading strategies via the API of Interactive Brokers☆14Updated 3 years ago
- R interface to the QuantLib library☆125Updated last month
- ☆13Updated 10 years ago
- Fast rolling and expanding window statistics in [R] using single-pass algorithms☆66Updated 8 years ago
- An R Interface to the Quantopian Zipline Financial Backtester☆25Updated 6 years ago
- R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/☆170Updated 2 months ago
- Quantitative Trading with R☆196Updated 7 years ago
- Ilya Kipnis's package for performance reporting☆22Updated 10 years ago
- Fixed income tools for R☆59Updated 3 weeks ago
- Functions for the construction of risk-based portfolios☆52Updated 4 years ago
- An R implementation of Interactive Brokers API☆41Updated last month
- R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.☆16Updated 9 years ago