Quantitative Financial Modelling Framework
Technical analysis and other functions to construct technical trading rules with R
R package - Financial Data from U.S. Securities and Exchange Commission
R Package for Interactive Panel Data Exploration
MSGARCH R Package
CRAN Task View: Empirical Finance
Black Scholes formula and greeks
a collection of R projects, mostly relating to finance
R API for Crawling Stock and Index Data from Sina Finance
This depository uses SEC EDGAR data in Schedule 13D and Schedule 13G data to find all positions above 5% in all US stocks between 1994 and 2018....
Tratamento de arquivos públicos disponibilizados pela B3
A R Client for the Bittrex Crypto-Currency Exchange
R code for quantitative analysis in finance
Official version of rusquant package for R
Financial modeling in R
Quantitative Momentum - Investment Strategy inspired by Wesley Gray and Jack Vogel
Materials from the course Introduction to Computational Finance and Financial Econometrics https://www.coursera.org/course/compfinance...
R library to connect to Matba Rofex's Trading API. Functionality includes accessing account data and current holdings, retrieving investment quotes, placing and ca...
Jdmbs: An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies...
Package for time value of money calculation, time series analysis and computational finance
Implementations of the Heston stochastic volatility model
R code for finance
This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), and other active portfolio...
A Shiny app to work with future contracts data
Get the data related to finance in Japan using variety types of data sources
Measuring the Market Risk Premium
Sentiment Analysis and Trend Monitoring to Predict Cryptocurrency Market Movements
El objetivo de este repositorio es brindar un apoyo a la comunidad interesada en mejorar sus técnicas en el lenguaje de programación R o emprenderlo desde un punto...
Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2...
This is my github repository where I post trading strategies, tutorials and research on quantitative finance. Some of the topics explored include: machine learning...
Economics and Pricing in R
Scripts for working with data from Google Finance
This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R. Some of the topics explored include: machine l...
PHBS Stochastic Finance Course Website
R package to help wrangle campaign finance data 💸
This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some of the topics explored in...
Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2021)