justinlent / PairTradeRLinks
Web GUI for backtesting pair trading statistical arbitrage portfolio strategies
☆27Updated 8 years ago
Alternatives and similar repositories for PairTradeR
Users that are interested in PairTradeR are comparing it to the libraries listed below
Sorting:
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117Updated 8 years ago
- R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.☆16Updated 9 years ago
- Simple Risk Premia Strategy☆37Updated 4 years ago
- Digital Signal Trading (John Ehlers indicators)☆93Updated 6 years ago
- R presentation files (knitr, shiny, etc.)☆12Updated last month
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆110Updated 6 years ago
- R package for high frequency time series data management☆63Updated 3 months ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆38Updated 8 years ago
- ☆16Updated 3 years ago
- Futures trading database/backtester/analysis☆19Updated 6 years ago
- ☆88Updated last month
- MT4 -> R interface library☆39Updated 11 years ago
- ☆25Updated 7 years ago
- Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.☆121Updated 3 years ago
- Risk_Budgeting is a Python project that uses the risk budgeting approach for portfolio asset allocation☆22Updated 8 years ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆119Updated 9 months ago
- HFT, A high-frequency trading simulation package in R☆87Updated 7 years ago
- Functions for the construction of risk-based portfolios☆53Updated 4 years ago
- Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market☆36Updated 9 years ago
- Python Code for Meucci Related Blog Posts☆16Updated 9 years ago
- If you are professionals, retailers or even organisms trading on a financial market, you know that data given on online platforms is not …☆34Updated 10 years ago
- The Thalesians' Python library☆64Updated 8 years ago
- Probability of Backtest Overfitting☆48Updated 3 years ago
- Machine Learning Algo using Knearest Neighbors model on VXX trading strategy.☆15Updated 9 years ago
- Deep Neural Network Trading collection of Tensorflow Jupyter notebooks☆62Updated 2 years ago
- ☆10Updated 7 years ago
- quant trading strategy research☆24Updated 8 years ago
- An event-based backtester written in Python for algorithmic trading.☆43Updated 7 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 8 years ago
- ☆24Updated 9 years ago