jmazar / obmodeling
☆17Updated 3 years ago
Alternatives and similar repositories for obmodeling:
Users that are interested in obmodeling are comparing it to the libraries listed below
- R package for high frequency time series data management☆62Updated 3 weeks ago
- R package for fitting the partially cointegrated model☆15Updated 2 years ago
- Digital Signal Trading (John Ehlers indicators)☆92Updated 6 years ago
- Ilya Kipnis's package for performance reporting☆22Updated 10 years ago
- Easily source publicly available data on derivatives☆37Updated 3 years ago
- An R Package for testing the Efficient Market Hypothesis☆28Updated 8 years ago
- ☆11Updated 2 months ago
- 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☆51Updated 3 years ago
- An R interface to the ITCH Protocol☆18Updated 8 months ago
- Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.☆119Updated 3 years ago
- R package for inference on the Sharpe ratio.☆19Updated 4 months ago
- R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.☆16Updated 9 years ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆119Updated 4 months ago
- R package factorAnalytics developed during Google Summer of Code 2016☆24Updated 6 years ago
- R implementation of Ralph Vince's Leverage Space Portfolio Model☆20Updated 8 years ago
- An R Interface to the Quantopian Zipline Financial Backtester☆25Updated 6 years ago
- ☆17Updated 3 years ago
- An R implementation of Interactive Brokers API☆41Updated last week
- ☆20Updated 7 years ago
- Fast rolling and expanding window statistics in [R] using single-pass algorithms☆66Updated 8 years ago
- header only essentials of QuantLib☆23Updated 7 years ago
- CRAN Task View: Empirical Finance☆57Updated 6 months ago
- Probability of Backtest Overfitting☆48Updated 2 years ago
- R API to Interactive Brokers Trader Workstation☆73Updated 7 months ago
- ☆45Updated 9 years ago
- Repository for exploring ways to develop html presentation for the PortfolioAnalytics package☆21Updated 10 years ago
- A python implementation of R's PerformanceAnalytics package☆22Updated 11 years ago
- ☆45Updated 10 years ago
- Python Code for Meucci Related Blog Posts☆16Updated 8 years ago