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Popular repositories Loading

  1. PMwR PMwR Public

    Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.

    R 62 11

  2. NMOF NMOF Public

    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 repo…

    R 35 6

  3. textutils textutils Public

    R utilities for handling strings and text

    R 11

  4. tsdb tsdb Public

    A terribly-simple data base for time series

    R 11

  5. IButils IButils Public

    R utility functions for the Interactive Brokers TWS API

    R 8 1

  6. orgutils orgutils Public

    R utilities for working with Org files

    R 6