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Awesome List
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
GitHub stars and default-branch commits for wilsonfreitas/awesome-quant.
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R's data.table package extends data.frame:
Bringing financial analysis to the tidyverse
Quantitative Financial Modelling Framework
Time series analysis in the `tidyverse`
Technical analysis and other functions to construct technical trading rules with R
No description.
No description.
Extensible time series class that provides uniform handling of many R time series classes by extending zoo.
Time-aware tibbles
Design of Risk Parity Portfolios
blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Actively maintained and developed.
R interface to Brazilian Central Bank web services
Data Analysis Studies on Value Investing
A bunch of downloaders and parsers for data delivered from B3
No description.
Fixed income tools for R
R & bitcoin integration
Business Days Calculations and Utilities
Repository for CRAN package GetHFData
Covariance Matrix Estimation via Factor Models
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 (2019, ISBN:978-0128150658). This repository mirrors https://gitlab.com/NMOF/NMOF .
The Tidymodels Extension for GARCH models
R code for quantitative analysis in finance
Univariate GARCH models in R
Supporting data package for the Portfolio Optimization Book
No description.
Package for time value of money calculation, time series analysis and computational finance
R package with helper functions for developers and researchers familiar with Tidy Finance
Makes 'SimFin' data (https://simfin.com/) easily accessible in R.
Multivariate GARCH Models
R interface to 'twelvedata' API
Classes for analysing and implementing equity portfolios in R.
Computation of Sparse Eigenvectors of a Matrix
Financial Market Building Blocks
options trading studies functions for use with options.data package and shiny
Run predictions inside the database