Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages
☆111Jan 27, 2019Updated 7 years ago
Alternatives and similar repositories for backtesting-strategies
Users that are interested in backtesting-strategies are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆118Dec 14, 2024Updated last year
- ☆301Sep 14, 2023Updated 2 years ago
- Technical analysis and other functions to construct technical trading rules with R☆342Feb 28, 2026Updated 3 weeks ago
- R interface to the QuantLib library☆131Mar 9, 2026Updated 2 weeks ago
- R package for high frequency time series data management☆68Jan 20, 2026Updated 2 months ago
- A hardware counter profiler for R.☆22Feb 26, 2018Updated 8 years ago
- High-performance I/O tools to run distributed R jobs seamlessly on Hadoop and handle chunk-wise data processing☆48Feb 19, 2026Updated last month
- An R implementation of Interactive Brokers API☆46Mar 5, 2026Updated 2 weeks ago
- ☆235Mar 5, 2026Updated 2 weeks ago
- ☆98Updated this week
- R package for Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Time Series Models☆21Mar 13, 2024Updated 2 years ago
- R package for inference on the Sharpe ratio.☆20Dec 21, 2024Updated last year
- getSymbols() reboot☆17Oct 17, 2024Updated last year
- This repository contains an event dispatcher for .Net☆10Jul 27, 2016Updated 9 years ago
- Quantitative Financial Modelling Framework☆884Aug 7, 2025Updated 7 months ago
- Analysis of the US stock market using Kohonen's SOM algorithm☆22Aug 17, 2019Updated 6 years ago
- An R package that interfaces to DTN IQFeed over TCP/IP☆30Sep 7, 2016Updated 9 years ago
- ☆45Jun 14, 2014Updated 11 years ago
- Fast rolling and expanding window statistics in [R] using single-pass algorithms☆69Nov 7, 2016Updated 9 years ago
- Oracle 'Berkeley DB' Interface for R☆11Apr 3, 2019Updated 6 years ago
- Fast and efficient computation of rolling and expanding statistics for time-series data.☆118Mar 3, 2026Updated 3 weeks ago
- Source code for 'Automated Trading with R' by Christopher Conlan☆40Dec 1, 2017Updated 8 years ago
- R code for quantitative analysis in finance☆34Feb 19, 2014Updated 12 years ago
- Extensible time series class that provides uniform handling of many R time series classes by extending zoo.☆222Feb 28, 2026Updated 3 weeks ago
- The Thalesians' LaTeX library☆11Feb 12, 2024Updated 2 years ago
- ☆75Jun 8, 2016Updated 9 years ago
- My custom config files☆13Updated this week
- R package for tracking performance metrics across git versions and branches.☆66Jul 1, 2022Updated 3 years ago
- Explanations for survival models☆15Sep 7, 2022Updated 3 years ago
- CRAN Task View: Empirical Finance☆58Jan 13, 2026Updated 2 months ago
- R in Finance 2016 Seminar: Modern Bayesian Tools for Time Series Analysis☆28Jun 3, 2016Updated 9 years ago
- ☆20Oct 2, 2018Updated 7 years ago
- Bringing financial analysis to the tidyverse☆901Mar 16, 2026Updated last week
- A time series toolbox for official statistics☆12Sep 11, 2025Updated 6 months ago
- Source code and community enhancements for Automated Trading with R by Christopher Conlan, Springer/Apress Oct. 2016☆52Oct 13, 2017Updated 8 years ago
- Supporting data package for the Portfolio Optimization Book☆25Feb 17, 2025Updated last year
- Content presented at the Saint Louis R User Group☆12Nov 21, 2020Updated 5 years ago
- R package for financial simulation☆60Mar 4, 2026Updated 3 weeks ago
- Calculate Simple Candle Stick Pattern☆28Feb 13, 2024Updated 2 years ago