rossb34 / RankingLinks
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
Sorting:
- R scripts related to finance. These scripts will be clones or adaptations of the works of the Systematic Investor and QuantStrat TradeR b…☆9Updated 10 years ago
- CRAN Task View: Empirical Finance☆57Updated last week
- R package for inference on the Sharpe ratio.☆20Updated 6 months ago
- Repository for R package simfinR☆8Updated 4 years ago
- A Shiny app to work with future contracts data☆23Updated 8 years ago
- Functions and a R5 class that allows data to be downloaded and uploaded to the LSEG Datastream database via the DSWS server☆23Updated 2 months ago
- Easily source publicly available data on derivatives☆37Updated 3 years ago
- Data from the M-competitions☆11Updated 11 months ago
- An R Interface to the Quantopian Zipline Financial Backtester☆25Updated 7 years ago
- Graphical User Interface for Seasonal Adjustment☆23Updated 8 months ago
- ☆16Updated 11 years ago
- An R Package for testing the Efficient Market Hypothesis☆28Updated 8 years ago
- Real-time perceptions of financial market stress measured using kernel PCA☆17Updated 8 years ago
- R interface to XBRL US API☆22Updated 7 years ago
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Updated 11 years ago
- A demonstration of Bayesian approaches to linear model regularization☆17Updated 8 years ago
- ☆20Updated 7 years ago
- Mostly R code files for my posts on www.returnandrisk.com.☆22Updated 6 years ago
- Materials from the course Introduction to Computational Finance and Financial Econometrics https://www.coursera.org/course/compfinance☆19Updated 11 years ago
- ☆30Updated 5 years ago
- Fully automated GDP forecasting with R/shiny☆40Updated 10 years ago
- PSF: Algorithm for Pattern Sequence Based Forecasting☆17Updated 8 years ago
- An R interface to the Tiingo stock price API☆52Updated 4 years ago
- Riex☆9Updated 4 years ago
- An R implementation of Interactive Brokers API☆43Updated last month
- An R package for multivariate signal extraction☆13Updated 3 weeks ago
- ☆20Updated 11 years ago
- Data and Code to reproduce results for my talk at Paris: R in Insurance 2017 Conference☆17Updated 8 years ago
- Fetch and plot financial stress index and components☆9Updated 10 years ago
- This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…☆16Updated 6 months ago