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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.
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- Development Status : 4 - Beta [Filter]
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Activity Percentile: 77.78
Registered: 2008-03-01 16:55 |
1. 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]
- Environment : Console (Text Based) [Filter]
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- License : OSI Approved : GNU General Public License (GPL) [Filter]
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- Programming Language : R [Filter]
- Topic : Econometrics : Structural Change [Filter]
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Activity Percentile: 0.00
Registered: 2007-02-15 19:25 |
2. 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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Activity Percentile: 0.00
Registered: 2010-07-16 15:32 |
3. 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 |
4. 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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Activity Percentile: 0.00
Registered: 2010-10-26 02:55 |
5. 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.
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- Development Status : 5 - Production/Stable [Filter]
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Activity Percentile: 0.00
Registered: 2013-12-05 01:11 |
6. 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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- Topic : Numerical Analysis [Filter]
- Topic : Optimization : Heuristics [Filter]
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Activity Percentile: 0.00
Registered: 2011-06-17 07:31 |
7. 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
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- Development Status : 4 - Beta [Filter]
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Activity Percentile: 0.00
Registered: 2015-05-12 19:49 |
8. Yuima Project - The project for simulation and inference of multidimensional stochastic differential equations.
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- Development Status : 3 - Alpha [Filter]
- Environment : Console (Text Based) [Filter]
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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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Activity Percentile: 0.00
Registered: 2009-09-28 11:24 |
9. ReturnAnalytics - Performance and risk analysis of financial time series, including packages PerformanceAnalytics and PortfolioAnalytics
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- Development Status : 5 - Production/Stable [Filter]
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Activity Percentile: 0.00
Registered: 2009-10-23 21:42 |
10. Trading System Modelling - A framework for modelling trading systems in R
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- Development Status : 3 - Alpha [Filter]
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Activity Percentile: 0.00
Registered: 2009-07-09 18:48 |
11. 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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Activity Percentile: 0.00
Registered: 2008-01-05 14:36 |
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.
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- Development Status : 1 - Planning [Filter]
- Environment : Console (Text Based) [Filter]
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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
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- Development Status : 3 - Alpha [Filter]
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Registered: 2009-07-22 17:50 |
14. 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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Activity Percentile: 0.00
Registered: 2009-02-26 17:20 |
