justinlent / PairTradeRLinks
Web GUI for backtesting pair trading statistical arbitrage portfolio strategies
☆27Updated 9 years ago
Alternatives and similar repositories for PairTradeR
Users that are interested in PairTradeR are comparing it to the libraries listed below
Sorting:
- R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.☆16Updated 9 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117Updated 8 years ago
- Simple Risk Premia Strategy☆38Updated 4 years ago
- Digital Signal Trading (John Ehlers indicators)☆93Updated 7 years ago
- An event-based backtester written in Python for algorithmic trading.☆43Updated 8 years ago
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆111Updated 6 years ago
- ☆95Updated 2 months ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆118Updated 11 months ago
- Risk_Budgeting is a Python project that uses the risk budgeting approach for portfolio asset allocation☆23Updated 8 years ago
- R package for high frequency time series data management☆64Updated 6 months ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆38Updated 8 years ago
- quant trading strategy research☆24Updated 8 years ago
- R presentation files (knitr, shiny, etc.)☆12Updated 4 months ago
- ☆25Updated 7 years ago
- MT4 -> R interface library☆39Updated 11 years ago
- finance☆43Updated 8 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 8 years ago
- Code for getting implied volatility in Python☆27Updated 8 years ago
- Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.☆121Updated 3 years ago
- ☆14Updated 8 years ago
- Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market☆37Updated 9 years ago
- Probability of Backtest Overfitting☆48Updated 3 years ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆48Updated 2 years ago
- ☆24Updated 9 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- Python Code for Meucci Related Blog Posts☆15Updated 9 years ago
- portfolio construction and quantitative analysis☆144Updated 10 years ago
- HFT, A high-frequency trading simulation package in R☆89Updated 7 years ago
- ☆25Updated 7 years ago
- Building a time series momentum strategy for Oanda by following this guide: https://www.oreilly.com/learning/algorithmic-trading-in-less-…☆23Updated 8 years ago