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15 projects in result set.

0. 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 (Now Filtering)
Programming Language : C/C\+\+ [Filter]
Programming Language : Fortran [Filter]
Programming Language : R (Now Filtering)
Topic : Econometrics [Filter]
Topic : Education [Filter]
Topic : Finance (Now Filtering)

Activity Percentile: 77.78

Registered: 2008-03-01 16:55

1. Funds Management Rankings - This R project enables fund mangers to rank their funds on the basis or qualitative and quantitative characteristics. Returns returns are processed to meet general qualitative criteria, then ranked against each other.
Development Status : 5 - Production/Stable [Filter] Intended Audience : End Users/Desktop [Filter] License : Other/Proprietary License [Filter] Natural Language : English (Now Filtering) Operating System : Microsoft : Windows : Windows Vista [Filter] Programming Language : R (Now Filtering) Topic : Finance (Now Filtering)	Activity Percentile: 0.00 Registered: 2013-12-05 01:11

2. 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 (Now Filtering) Operating System : OS Independent [Filter] Programming Language : R (Now Filtering) Topic : Finance (Now Filtering)	Activity Percentile: 0.00 Registered: 2010-10-26 02:55

3. ifrogs - ifrogs: R package with certain functions useful in finance research developed by the IGIDR Finance Research Group.
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 (Now Filtering) Operating System : OS Independent [Filter] Programming Language : R (Now Filtering) Topic : Finance (Now Filtering)	Activity Percentile: 0.00 Registered: 2013-01-02 20:47

4. 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

Development Status : 3 - Alpha [Filter]
Intended Audience : End Users/Desktop [Filter]
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English (Now Filtering)
Operating System : OS Independent [Filter]
Programming Language : C/C\+\+ [Filter]
Programming Language : Fortran [Filter]
Programming Language : R (Now Filtering)
Topic : Finance (Now Filtering)

Activity Percentile: 0.00

Registered: 2008-01-05 14:36

5. 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 (Now Filtering)
Operating System : Microsoft : Windows [Filter]
Operating System : OS Independent [Filter]
Operating System : POSIX : Linux [Filter]
Programming Language : R (Now Filtering)
Topic : Connectivity : WWW/HTTP [Filter]
Topic : Finance (Now Filtering)
Topic : Optimization [Filter]

Activity Percentile: 0.00

Registered: 2010-07-16 15:32

6. 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 (Now Filtering)
Operating System : OS Independent [Filter]
Programming Language : R (Now Filtering)
Topic : Econometrics : Structural Change [Filter]
Topic : Finance (Now Filtering)
Topic : Time Series [Filter]

Activity Percentile: 0.00

Registered: 2007-02-15 19:25

7. 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 (Now Filtering)
Operating System : OS Independent [Filter]
Programming Language : C/C\+\+ [Filter]
Programming Language : R (Now Filtering)
Topic : Econometrics : Time Series Modelling [Filter]
Topic : Finance (Now Filtering)
Topic : Numerical Analysis : Prob\. Methods, Simulation and Stochastic Differential Equations [Filter]

Activity Percentile: 0.00

Registered: 2009-09-28 11:24

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?).

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 (Now Filtering)
Operating System : OS Independent [Filter]
Programming Language : C/C\+\+ [Filter]
Programming Language : Fortran [Filter]
Programming Language : R (Now Filtering)
Topic : Econometrics [Filter]
Topic : Finance (Now Filtering)
Topic : Time Series [Filter]

Activity Percentile: 0.00

Registered: 2009-02-26 17:20

9. 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 (Now Filtering) Programming Language : R (Now Filtering) Topic : Econometrics [Filter] Topic : Finance (Now Filtering)	Activity Percentile: 0.00 Registered: 2009-10-23 21:42

10. 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 (Now Filtering)
Operating System : OS Independent [Filter]
Programming Language : R (Now Filtering)
Topic : Finance (Now Filtering)

Activity Percentile: 0.00

Registered: 2009-07-09 18:48

11. cbrAPI - Allows to download and read dbf-files with different forms of accounting reports (101, 102, 123, 134, 135) for a certain time period, as well as find information about the banks on Central Bank of Russia site
Development Status : 4 - Beta [Filter] Intended Audience : End Users/Desktop [Filter] Natural Language : English (Now Filtering) Operating System : MacOS [Filter] Operating System : Microsoft : Windows [Filter] Operating System : POSIX : Linux [Filter] Programming Language : R (Now Filtering) Topic : Finance (Now Filtering) Topic : Time Series [Filter]	Activity Percentile: 0.00 Registered: 2015-05-12 19:49

12. 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 (Now Filtering)
Operating System : OS Independent [Filter]
Programming Language : R (Now Filtering)
Topic : Econometrics [Filter]
Topic : Finance (Now Filtering)

Activity Percentile: 0.00

Registered: 2010-03-22 18:42

13. 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
Development Status : 3 - Alpha [Filter] Intended Audience : End Users/Desktop [Filter] License : OSI Approved : GNU General Public License (GPL) [Filter] Natural Language : English (Now Filtering) Operating System : OS Independent [Filter] Programming Language : C/C\+\+ [Filter] Programming Language : R (Now Filtering) Topic : Finance (Now Filtering)	Activity Percentile: 0.00 Registered: 2009-07-22 17:50

14. 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.

Development Status : 6 - Mature [Filter]
Intended Audience : Developers [Filter]
Intended Audience : End Users/Desktop [Filter]
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English (Now Filtering)
Operating System : OS Independent [Filter]
Programming Language : R (Now Filtering)
Topic : Finance (Now Filtering)
Topic : Numerical Analysis [Filter]
Topic : Optimization : Heuristics [Filter]

Activity Percentile: 0.00

Registered: 2011-06-17 07:31