tr8dr / r-tseries-patternsLinks
trend / momentum and other patterns in financial timeseries
☆12Updated 5 years ago
Alternatives and similar repositories for r-tseries-patterns
Users that are interested in r-tseries-patterns are comparing it to the libraries listed below
Sorting:
- R package for high frequency time series data management☆62Updated last month
- R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.☆16Updated 9 years ago
- Functions for the construction of risk-based portfolios☆53Updated 4 years ago
- Simple Risk Premia Strategy☆36Updated 4 years ago
- ☆74Updated 7 months ago
- R package for financial simulation☆44Updated last month
- R package for fitting the partially cointegrated model☆15Updated 2 years ago
- R package AssetAllocation☆34Updated last year
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆119Updated 7 months ago
- Updated repository containing datafeed and strategy☆12Updated 10 years ago
- Design of Risk Parity Portfolios☆114Updated 2 years ago
- R package for commodities and finance analytics. Sister python package details below.☆30Updated last week
- An R interface to the ITCH Protocol☆18Updated 10 months ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆28Updated last week
- Easily source publicly available data on derivatives☆37Updated 3 years ago
- In this project, I explore various machine learning techniques including Principal Component Analysis (PCA), Support Vector Machines (SVM…☆10Updated 2 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
- Digital Signal Trading (John Ehlers indicators)☆93Updated 6 years ago
- An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies☆27Updated 5 years ago
- Imputation of Financial Time Series with Missing Values and/or Outliers☆25Updated 3 years ago
- R package for inference on the Sharpe ratio.☆20Updated 6 months ago
- R Package for Fast and Stable Estimation of the Probability of Informed Trading (PIN)☆14Updated 3 years ago
- Tutor step-by-step on how to analyze stock data using the R language.☆17Updated last year
- ☆12Updated last year
- An R implementation of Interactive Brokers API☆43Updated 2 months ago
- Automated Backtesting of Portfolios over Multiple Datasets☆64Updated 3 years ago
- Python Code for Meucci Related Blog Posts☆16Updated 9 years ago
- Covariance Matrix Estimation via Factor Models☆35Updated 6 years ago
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆159Updated last year
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆48Updated 2 years ago