Technical analysis and other functions to construct technical trading rules with R

R package - Financial Data from U.S. Securities and Exchange Commission

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....

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

This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), and other active portfolio...

Get the data related to finance in Japan using variety types of data sources

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...

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...