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12 projects in result set.
0. NMOF - Functions, data and examples from the book 'Numerical Methods and Optimization in Finance' by Manfred Gilli, Dietmar Maringer and Enrico Schumann. Please note that this repository is no longer used; development is taking place at https://gitlab.com/NMOF/NMOF.
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- Development Status : 6 - Mature [Filter]
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Registered: 2011-06-17 07:31 |
1. 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.
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- Development Status : 1 - Planning [Filter]
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Registered: 2010-03-22 18:42 |
2. Leverage Space Portfolio Modeler - Functions to implement Ralph Vince's Leverage Space Portfolio Model in R.
This project has moved from R-Forge to GitHub :
https://github.com/joshuaulrich/LSPM
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- Development Status : 3 - Alpha [Filter]
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Registered: 2009-07-22 17:50 |
3. Trading System Modelling - A framework for modelling trading systems in R
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- Development Status : 3 - Alpha [Filter]
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Registered: 2009-07-09 18:48 |
4. ifrogs - ifrogs: R package with certain functions useful in finance research developed by the IGIDR Finance Research Group.
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- Development Status : 4 - Beta [Filter]
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Registered: 2013-01-02 20:47 |
5. Yuima Project - The project for simulation and inference of multidimensional stochastic differential equations.
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- Topic : Econometrics : Time Series Modelling [Filter]
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- Topic : Numerical Analysis : Prob\. Methods, Simulation and Stochastic Differential Equations [Filter]
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Registered: 2009-09-28 11:24 |
6. rneos: R interface to NEOS - R package that implements the XML-RPC interface to NEOS (http://www.neos-server.org)
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- Development Status : 4 - Beta [Filter]
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Registered: 2010-07-16 15:32 |
7. Technical Trading Rules - Technical analysis and other functions to construct technical trading rules with R.
This project has moved from R-Forge to GitHub :
https://github.com/joshuaulrich/TTR
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Registered: 2008-01-05 14:36 |
8. 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?).
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- Development Status : 4 - Beta [Filter]
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Registered: 2009-02-26 17:20 |
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.
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- Development Status : 3 - Alpha [Filter]
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- Topic : Econometrics : Structural Change [Filter]
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Registered: 2007-02-15 19:25 |
10. candlesticks - candlesticks: filter Japanese Candlestick Patterns like Doji, Engulfing, Harami, etc. out of OHLC price data.
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Registered: 2012-01-06 14:40 |
11. Universal log-optimal portfolios - Provide implementation of universal log-optimal portfolio algorithms in the tradition started by Thomas Cover in "Universal Portfolios".
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- Development Status : 3 - Alpha [Filter]
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Registered: 2010-10-26 02:55 |
