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Topic > Finance

Data and Date Management (14 projects)
Derivatives (3 projects)
Fixed Income (3 projects)
Risk Management (9 projects)
Standard Regression Models (0 projects)
Time Series (20 projects)

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15 projects in result set.

0. Leverage Space Portfolio Modeler - Functions to implement Ralph Vince's Leverage Space Portfolio Model in R.
Development Status : 3 - Alpha [Filter] Intended Audience : End Users/Desktop [Filter] License : OSI Approved : GNU General Public License (GPL) [Filter] Natural Language : English [Filter] Operating System : OS Independent [Filter] Programming Language : C/C\+\+ [Filter] Programming Language : R [Filter] Topic : Finance [Filter]	Activity Percentile: 21.90 Activity Ranking: 108.00 Registered: 2009-07-22 17:50

1. Rmetrics - Computational Finance - Rmetrics is an open source solution for teaching financial market analysis and valuation of financial instruments. With hundreds of functions build on modern methods, Rmetrics combines explorative data analysis and statistical modelling.

Development Status : 4 - Beta [Filter]
Intended Audience : Developers [Filter]
Intended Audience : End Users/Desktop [Filter]
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Programming Language : C/C\+\+ [Filter]
Programming Language : Fortran [Filter]
Programming Language : R [Filter]
Topic : Econometrics [Filter]
Topic : Education [Filter]
Topic : Finance [Filter]

Activity Percentile: 0.00
Activity Ranking: 0.00
Registered: 2008-03-01 16:55

2. ReturnAnalytics - Performance and risk analysis of financial time series, including packages PerformanceAnalytics and PortfolioAnalytics
Development Status : 5 - Production/Stable [Filter] Intended Audience : Developers [Filter] Intended Audience : End Users/Desktop [Filter] License : OSI Approved : GNU General Public License (GPL) [Filter] Natural Language : English [Filter] Programming Language : R [Filter] Topic : Econometrics [Filter] Topic : Finance [Filter]	Activity Percentile: 0.00 Activity Ranking: 0.00 Registered: 2009-10-23 21:42

3. RCSI - An S4 package to access the CSI Unfair Advantage API (www.csidata.com)

Development Status : 4 - Beta [Filter]
Environment : Win32 (MS Windows) [Filter]
Intended Audience : End Users/Desktop [Filter]
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Operating System : Microsoft : Windows : Windows NT/2000/XP [Filter]
Operating System : Microsoft : Windows : Windows Vista [Filter]
Programming Language : R [Filter]
Topic : Database : R Interfaces [Filter]
Topic : Finance [Filter]

Activity Percentile: 0.00
Activity Ranking: 0.00
Registered: 2008-08-05 05:47

4. ProfitAndLoss - Profit&Loss calculation for financial instruments and portfolio's as used in trading systems. Aimed at doing a limited amount of tasks fast and well. Heavily based on xts-timeseries.
Development Status : 1 - Planning [Filter] Environment : Console (Text Based) [Filter] Intended Audience : End Users/Desktop [Filter] License : OSI Approved : GNU General Public License (GPL) [Filter] Natural Language : English [Filter] Operating System : OS Independent [Filter] Programming Language : R [Filter] Topic : Econometrics [Filter] Topic : Finance [Filter]	Activity Percentile: 0.00 Activity Ranking: 0.00 Registered: 2010-03-22 18:42

5. Technical Trading Rules - Technical analysis and other functions to construct technical trading rules with R.
Development Status : 3 - Alpha [Filter] Intended Audience : End Users/Desktop [Filter] License : OSI Approved : GNU General Public License (GPL) [Filter] Natural Language : English [Filter] Operating System : OS Independent [Filter] Programming Language : C/C\+\+ [Filter] Programming Language : Fortran [Filter] Programming Language : R [Filter] Topic : Finance [Filter]	Activity Percentile: 0.00 Activity Ranking: 0.00 Registered: 2008-01-05 14:36

6. Statistics for Financial Engineering - The SDAFE package is an R companion to Statistics and Data Analysis for Financial Engineering by David Ruppert (2010, Springer). The package includes script files, functions, and data sets to reproduce most examples, figures, and tables from the text.
Development Status : 1 - Planning [Filter] Intended Audience : Developers [Filter] License : OSI Approved : GNU General Public License (GPL) [Filter] Natural Language : English [Filter] Programming Language : R [Filter] Topic : Finance [Filter]	Activity Percentile: 0.00 Activity Ranking: 0.00 Registered: 2011-07-01 00:21

7. waveslim: Wavelet methods for 1/2/3D - Basic wavelet routines for the processing/analysis/inference of time series, images and 3D arrays. The code provided here is based on Percival and Walden (2000); Gencay, Selcuk and Whitcher (2001); Kingsbury (1999); and Selesnick (200?).

Development Status : 4 - Beta [Filter]
Environment : Console (Text Based) [Filter]
Intended Audience : Developers [Filter]
Intended Audience : End Users/Desktop [Filter]
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Operating System : OS Independent [Filter]
Programming Language : C/C\+\+ [Filter]
Programming Language : Fortran [Filter]
Programming Language : R [Filter]
Topic : Econometrics [Filter]
Topic : Finance [Filter]
Topic : Time Series [Filter]

Activity Percentile: 0.00
Activity Ranking: 0.00
Registered: 2009-02-26 17:20

8. candlesticks - candlesticks: filter Japanese Candlestick Patterns like Doji, Engulfing, Harami, etc. out of OHLC price data.

Development Status : 3 - Alpha [Filter]
Environment : Console (Text Based) [Filter]
Intended Audience : Developers [Filter]
Intended Audience : Other Audience [Filter]
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Operating System : OS Independent [Filter]
Programming Language : R [Filter]
Topic : Econometrics [Filter]
Topic : Finance [Filter]

Activity Percentile: 0.00
Activity Ranking: 0.00
Registered: 2012-01-06 14:40

9. fxregime: Exchange Rate Regime Analysis - Frankel-Wei regression and structural change tools for estimating, testing, dating and monitoring (de facto) foreign exchange (FX) rate regimes.

Development Status : 3 - Alpha [Filter]
Environment : Console (Text Based) [Filter]
Intended Audience : End Users/Desktop [Filter]
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Operating System : OS Independent [Filter]
Programming Language : R [Filter]
Topic : Econometrics : Structural Change [Filter]
Topic : Finance [Filter]
Topic : Time Series [Filter]

Activity Percentile: 0.00
Activity Ranking: 0.00
Registered: 2007-02-15 19:25

10. rneos: R interface to NEOS - R package that implements the XML-RPC interface to NEOS (http://www.neos-server.org)

Development Status : 4 - Beta [Filter]
Environment : Console (Text Based) [Filter]
Intended Audience : End Users/Desktop [Filter]
License : OSI Approved : BSD License [Filter]
Natural Language : English [Filter]
Operating System : Microsoft : Windows [Filter]
Operating System : OS Independent [Filter]
Operating System : POSIX : Linux [Filter]
Programming Language : R [Filter]
Topic : Connectivity : WWW/HTTP [Filter]
Topic : Finance [Filter]
Topic : Optimization [Filter]

Activity Percentile: 0.00
Activity Ranking: 0.00
Registered: 2010-07-16 15:32

11. Yuima Project - The project for simulation and inference of multidimensional stochastic differential equations.

Development Status : 3 - Alpha [Filter]
Environment : Console (Text Based) [Filter]
Intended Audience : Developers [Filter]
Intended Audience : End Users/Desktop [Filter]
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Operating System : OS Independent [Filter]
Programming Language : C/C\+\+ [Filter]
Programming Language : R [Filter]
Topic : Econometrics : Time Series Modelling [Filter]
Topic : Finance [Filter]
Topic : Numerical Analysis : Prob\. Methods, Simulation and Stochastic Differential Equations [Filter]

Activity Percentile: 0.00
Activity Ranking: 0.00
Registered: 2009-09-28 11:24

12. Universal log-optimal portfolios - Provide implementation of universal log-optimal portfolio algorithms in the tradition started by Thomas Cover in "Universal Portfolios".
Development Status : 3 - Alpha [Filter] Intended Audience : Developers [Filter] Intended Audience : End Users/Desktop [Filter] License : OSI Approved : GNU General Public License (GPL) [Filter] Natural Language : English [Filter] Operating System : OS Independent [Filter] Programming Language : R [Filter] Topic : Finance [Filter]	Activity Percentile: 0.00 Activity Ranking: 0.00 Registered: 2010-10-26 02:55

13. Trading System Modelling - A framework for modelling trading systems in R
Development Status : 3 - Alpha [Filter] Environment : Console (Text Based) [Filter] Intended Audience : Developers [Filter] Intended Audience : End Users/Desktop [Filter] License : OSI Approved : GNU General Public License (GPL) [Filter] Natural Language : English [Filter] Operating System : OS Independent [Filter] Programming Language : R [Filter] Topic : Finance [Filter]	Activity Percentile: 0.00 Activity Ranking: 0.00 Registered: 2009-07-09 18:48

14. NMOF - Functions, data and examples from the book 'Numerical Methods and Optimization in Finance' by Manfred Gilli, Dietmar Maringer and Enrico Schumann.

Development Status : 4 - Beta [Filter]
Intended Audience : Developers [Filter]
Intended Audience : End Users/Desktop [Filter]
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Operating System : OS Independent [Filter]
Programming Language : R [Filter]
Topic : Finance [Filter]
Topic : Numerical Analysis [Filter]
Topic : Optimization : Heuristics [Filter]

Activity Percentile: 0.00
Activity Ranking: 0.00
Registered: 2011-06-17 07:31