Tools to make an R developer's life easier

Systematic Investor Toolkit

[Read-Only] All R code and source files for the online guide "Doing Meta-Analysis with R: A Hands-On Guide"

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

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 include: machine learning, high freq…

R API to Interactive Brokers Trader Workstation

Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market

Code repository for Practical Machine Learning Cookbook, published by Packt

Marketmaker trading strategy

SABR model calibration on shiny

❗ This is a read-only mirror of the CRAN R package repository. QuantTools — Enhanced Quantitative Trading Modelling. Homepage: https://quanttools.bitbucket.io Report bugs for this package: https://…

Starter dashboard for finding volatile companies with a large drop, a trend finder for stocks, and a custom stock searcher.

Estimating Option Price based on Black- Scholes Model and Double Exponential Jump Diffusion Model and Fitting Price to Pure Jump Processes or Piecewise-Deterministic Markov Process

Identifying the companies that will be potential targets for activist investors