rossb34 / PortfolioAnalyticsPresentation
Repository for exploring ways to develop html presentation for the PortfolioAnalytics package
☆20Updated 10 years ago
Related projects ⓘ
Alternatives and complementary repositories for PortfolioAnalyticsPresentation
- Functions for various methods to rank assets☆17Updated 11 years ago
- ☆46Updated 10 years ago
- A Shiny app to work with future contracts data☆23Updated 7 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆25Updated 8 years ago
- Digital Signal Trading (John Ehlers indicators)☆89Updated 5 years ago
- CRAN Task View: Empirical Finance☆56Updated last week
- An R Package for testing the Efficient Market Hypothesis☆28Updated 7 years ago
- ☆45Updated 8 years ago
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆106Updated 5 years ago
- Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.☆117Updated 2 years ago
- ☆79Updated 2 weeks ago
- R package factorAnalytics developed during Google Summer of Code 2016☆24Updated 6 years ago
- R API to Interactive Brokers Trader Workstation☆68Updated 2 months ago
- Functions for the construction of risk-based portfolios☆51Updated 3 years ago
- Repository for simulation and estimation of CIR one factor model parameters☆11Updated 6 years ago
- The backtest package provides facilities for exploring portfolio-based conjectures about financial instruments (stocks, bonds, swaps, opt…☆19Updated 3 years ago
- ☆17Updated 2 years ago
- R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.☆16Updated 8 years ago
- ☆67Updated 8 months ago
- R package for high frequency time series data management☆61Updated 3 weeks ago
- Set of functions to perform (financial) peer performance calculations☆12Updated last week
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆114Updated 2 months ago
- Mostly R code files for my posts on www.returnandrisk.com.☆21Updated 5 years ago
- Easily source publicly available data on derivatives☆37Updated 2 years ago
- See how easy it is to download, visualize, manipulate stock market data with the <b>Quantmod</b> library and use all of it to build a com…☆26Updated 10 years ago
- Python Code for Meucci Related Blog Posts☆16Updated 8 years ago
- ☆29Updated 5 years ago
- A shiny application to explore the basics of option evaluation☆15Updated 7 years ago
- ☆73Updated 8 years ago