joshuaulrich / quantmod
Quantitative Financial Modelling Framework
☆832Updated 2 months ago
Alternatives and similar repositories for quantmod:
Users that are interested in quantmod are comparing it to the libraries listed below
- Technical analysis and other functions to construct technical trading rules with R☆334Updated 11 months ago
- ☆290Updated last year
- Bringing financial analysis to the tidyverse☆867Updated 3 weeks ago
- ☆215Updated last month
- Systematic Investor Toolkit☆486Updated last year
- R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/☆167Updated last month
- Financial statements in R☆252Updated 7 years ago
- Quantitative Trading with R☆193Updated 6 years ago
- R interface to the QuantLib library☆123Updated 3 weeks ago
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆108Updated 6 years ago
- Extensible time series class that provides uniform handling of many R time series classes by extending zoo.☆220Updated 2 months ago
- Toolkit for integration and analysis☆419Updated last year
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆116Updated last month
- Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast☆808Updated 3 years ago
- Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.☆603Updated 3 years ago
- Interactive Brokers TWS API☆526Updated 7 years ago
- Python package designed for general financial and security returns analysis.☆328Updated last year
- ffn - a financial function library for Python☆2,101Updated last month
- Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.☆1,748Updated 2 weeks ago
- Quantitative Finance and Algorithmic Trading☆334Updated 9 years ago
- R API to Interactive Brokers Trader Workstation☆69Updated 4 months ago
- DX Analytics | Financial and Derivatives Analytics with Python☆724Updated 4 years ago
- An Investment Management toolkit for R. Because Excel is a threat to the global financial system.☆184Updated 10 months ago
- ☆74Updated 8 years ago
- Quant is a python-based system for stock trading strategy backtesting☆285Updated 9 years ago
- bt - flexible backtesting for Python☆2,369Updated last month
- Python API for the Interactive Brokers on-line trading system.☆1,374Updated 8 years ago
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆151Updated last year
- ☆50Updated 9 years ago
- Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"☆782Updated last week