systematicinvestor / SIT
Systematic Investor Toolkit
☆487Updated last year
Alternatives and similar repositories for SIT
Users that are interested in SIT are comparing it to the libraries listed below
Sorting:
- ☆294Updated last year
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆109Updated 6 years ago
- Technical analysis and other functions to construct technical trading rules with R☆339Updated last year
- Quantitative Trading with R☆196Updated 7 years ago
- R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/☆170Updated last month
- Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.☆119Updated 3 years ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆119Updated 5 months ago
- ☆223Updated 5 months ago
- Digital Signal Trading (John Ehlers indicators)☆92Updated 6 years ago
- ☆75Updated 8 years ago
- Quantitative Financial Modelling Framework☆844Updated this week
- ☆93Updated 2 weeks ago
- R API to Interactive Brokers Trader Workstation☆73Updated 8 months ago
- R interface to the QuantLib library☆124Updated 2 weeks ago
- An Investment Management toolkit for R. Because Excel is a threat to the global financial system.☆187Updated last year
- ☆45Updated 9 years ago
- beamer/knitr slides for quantstrat tutorial☆25Updated 9 years ago
- ☆72Updated 5 months ago
- Financial statements in R☆255Updated 8 years ago
- This repository contains code used for my blog.☆85Updated 7 years ago
- R package - Financial Data from U.S. Securities and Exchange Commission☆132Updated 3 years ago
- ☆45Updated 10 years ago
- Extensible time series class that provides uniform handling of many R time series classes by extending zoo.☆221Updated 2 months ago
- This is Quandl's R Package☆138Updated 2 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆116Updated 7 years ago
- ☆49Updated 9 years ago
- ☆30Updated 5 years ago
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆154Updated last year
- Simple Python wrapper for the Python Open Bloomberg API☆104Updated 2 years ago
- Toolkit for integration and analysis☆424Updated 2 years ago