rossb34 / Ranking
Functions for various methods to rank assets
☆17Updated 12 years ago
Alternatives and similar repositories for Ranking:
Users that are interested in Ranking are comparing it to the libraries listed below
- R package for inference on the Sharpe ratio.☆19Updated 2 months ago
- Real-time perceptions of financial market stress measured using kernel PCA☆17Updated 7 years ago
- Easily source publicly available data on derivatives☆37Updated 3 years ago
- Repository for R package simfinR☆8Updated 3 years ago
- CRAN Task View: Empirical Finance☆56Updated 4 months ago
- R scripts related to finance. These scripts will be clones or adaptations of the works of the Systematic Investor and QuantStrat TradeR b…☆9Updated 9 years ago
- A Shiny app to work with future contracts data☆23Updated 7 years ago
- R interface to XBRL US API☆21Updated 7 years ago
- ☆30Updated 5 years ago
- ☆86Updated 2 months ago
- Data from the M-competitions☆11Updated 8 months ago
- R package for fast rolling and expanding linear regression models☆22Updated 2 years ago
- An R interface to the ITCH Protocol☆18Updated 6 months ago
- Riex☆9Updated 3 years ago
- Graphical User Interface for Seasonal Adjustment☆22Updated 4 months ago
- Repository for exploring ways to develop html presentation for the PortfolioAnalytics package☆21Updated 10 years ago
- ☆45Updated 10 years ago
- The R package M4comp2018 contains the 100000 time series from the M4-competition (https://www.m4.unic.ac.cy/)☆48Updated 5 years ago
- Full Bayesian Inference for Hidden Markov Models☆41Updated 6 years ago
- An R Interface to the Quantopian Zipline Financial Backtester☆25Updated 6 years ago
- Functions and a R5 class that allows data to be downloaded and uploaded to the LSEG Datastream database via the DSWS server☆20Updated 6 months ago
- experiments with the R package TSclust☆11Updated 10 years ago
- Risk Network Modeling and Analysis☆32Updated last year
- all functions and scripts of the lazy trade educational project on udemy☆23Updated 8 months ago
- R package factorAnalytics developed during Google Summer of Code 2016☆24Updated 6 years ago
- PSF: Algorithm for Pattern Sequence Based Forecasting☆17Updated 8 years ago
- R package for Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Time Series Models☆17Updated last year
- Machine Learning functions for Finance☆9Updated 7 years ago
- Analysis of the US stock market using Kohonen's SOM algorithm☆21Updated 5 years ago