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Programming Language :: R [Remove This Filter]
Development Status :: 3 - Alpha [Remove This Filter]

Topic > Finance

Data and Date Management (13 project)
Derivatives (4 project)
Fixed Income (4 project)
Risk Management (9 project)
Standard Regression Models (0 project)
Time Series (19 project)

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6 projects in result set.

0. 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 (Now Filtering) 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 (Now Filtering) Topic : Finance [Filter]	Activity Percentile: 0.00 Registered: 2010-10-26 02:55

1. 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 (Now Filtering) 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 (Now Filtering) Topic : Finance [Filter]	Activity Percentile: 0.00 Registered: 2008-01-05 14:36

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

Development Status : 3 - Alpha (Now Filtering)
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 (Now Filtering)
Topic : Econometrics : Time Series Modelling [Filter]
Topic : Finance [Filter]
Topic : Numerical Analysis : Prob\. Methods, Simulation and Stochastic Differential Equations [Filter]

Activity Percentile: 0.00

Registered: 2009-09-28 11:24

3. 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 (Now Filtering) 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 (Now Filtering) Topic : Finance [Filter]	Activity Percentile: 0.00 Registered: 2009-07-22 17:50

4. Trading System Modelling - A framework for modelling trading systems in R

Development Status : 3 - Alpha (Now Filtering)
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 (Now Filtering)
Topic : Finance [Filter]

Activity Percentile: 0.00

Registered: 2009-07-09 18:48

5. 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 (Now Filtering)
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 (Now Filtering)
Topic : Econometrics : Structural Change [Filter]
Topic : Finance [Filter]
Topic : Time Series [Filter]

Activity Percentile: 0.00

Registered: 2007-02-15 19:25