Top R Frameworks & Libraries for finance
Technical analysis and other functions to construct technical trading rules with R
R package - Financial Data from U.S. Securities and Exchange Commission
Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)
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...
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....
Microsoft Finance Time Series Forecasting Framework (FinnTS) is a forecasting package that utilizes cutting-edge time series forecasting and parallelization on the...
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...
Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), and other active portfolio...