algoquant

algoquant's Stars

• tidyverse/ggplot2

  An implementation of the Grammar of Graphics in R

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• rstudio/shiny

  Easy interactive web applications with R

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• tidyverse/dplyr

  dplyr: A grammar of data manipulation

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• google/tf-quant-finance

  High-performance TensorFlow library for quantitative finance.

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• Rdatatable/data.table

  R's data.table package extends data.frame:

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• rstudio/rmarkdown

  Dynamic Documents for R

  Language:R2.9k1461.8k978

• r-lib/devtools

  Tools to make an R developer's life easier

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• yihui/knitr

  A general-purpose tool for dynamic report generation in R

  Language:R2.4k1161.8k878

• hadley/adv-r

  Advanced R: a book

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• tidyverse/lubridate

  Make working with dates in R just that little bit easier

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• rstudio/shiny-server

  Host Shiny applications over the web.

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• KentonWhite/ProjectTemplate

  A template utility for R projects that provides a skeletal project.

  Language:R62244158159

• DiskFrame/disk.frame

  Fast Disk-Based Parallelized Data Manipulation Framework for Larger-than-RAM Data

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• r-lib/roxygen2

  Generate R package documentation from inline R comments

  Language:R595191.2k233

• hadley/plyr

  A R package for splitting, applying and combining large problems into simpler problems

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• datasciencetoolbox/datasciencetoolbox

  A complete environment for busy polyglot data scientists

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• rstudio/packrat

  Packrat is a dependency management system for R

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• datacamp/RDocumentation

  R package to integrate rdocumentation.org into your R workflow

  Language:R2125074124

• jonathancornelissen/highfrequency

  The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. Furthermore, it enables users to: calculate easily various liquidity measures, estimate and forecast volatility, and investigate microstructure noise and intraday periodicity.

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• datacamp/courses-introduction-to-r

  Introduction to R by Jonathan Cornelissen

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• idocs/test1

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• rstudio/shinyapps

  Deploy Shiny applications to ShinyApps

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• sachsmc/plotROC

  Interactive ROC plots with ggplot + d3.js.

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• rkohli3/TSMOM

  Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.

  Language:Jupyter Notebook615240

• matthewclegg/egcm

  Engle-Granger cointegration models in R

  Language:R16414

• matthewclegg/partialCI

  R package for fitting the partially cointegrated model

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• jonathancornelissen/introduction_to_R

  An interactive introduction to R tutorial for DataMind.org

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• jonathancornelissen/datamind

  Interface to create interactive courses for www.datamind.org

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• jonathancornelissen/Rdocumentation_package

  Integrate R with http://www.Rdocumentation.org

  Language:R4101

• algoquant/R_Finance

  R scripts related to finance. These scripts will be clones or adaptations of the works of the Systematic Investor and QuantStrat TradeR blogs. My focus will be dynamic Asset Allocation and dynamic Risk Parity algorithms.

  Language:R2203