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Topic > Finance

Data and Date Management (14 project)
Derivatives (4 project)
Fixed Income (4 project)
Risk Management (9 project)
Standard Regression Models (0 project)
Time Series (20 project)

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17 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 [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: 68.42

Registered: 2008-03-01 16:55

1. 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

Registered: 2009-02-26 17:20

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 [Filter] Operating System : OS Independent [Filter] Programming Language : R [Filter] Topic : Finance [Filter]	Activity Percentile: 0.00 Registered: 2010-10-26 02:55

3. 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 Registered: 2009-10-23 21:42

4. 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 Registered: 2011-07-01 00:21

5. 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 [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

Registered: 2011-06-17 07:31

6. 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 [Filter] Operating System : Microsoft : Windows : Windows Vista [Filter] Programming Language : R [Filter] Topic : Finance [Filter]	Activity Percentile: 0.00 Registered: 2013-12-05 01:11

7. 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 Registered: 2010-03-22 18:42

8. 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 [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 Registered: 2008-01-05 14:36

9. 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 [Filter] Operating System : OS Independent [Filter] Programming Language : R [Filter] Topic : Finance [Filter]	Activity Percentile: 0.00 Registered: 2013-01-02 20:47

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

Registered: 2010-07-16 15:32

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 [Filter] Operating System : MacOS [Filter] Operating System : Microsoft : Windows [Filter] Operating System : POSIX : Linux [Filter] Programming Language : R [Filter] Topic : Finance [Filter] Topic : Time Series [Filter]	Activity Percentile: 0.00 Registered: 2015-05-12 19:49

12. 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

Registered: 2009-09-28 11:24

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

Development Status : 4 - Beta [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]
Topic : Time Series [Filter]

Activity Percentile: 0.00

Registered: 2012-01-06 14:40

14. 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 Registered: 2009-07-09 18:48

15. 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

Registered: 2007-02-15 19:25

16. 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 [Filter] Operating System : OS Independent [Filter] Programming Language : C/C\+\+ [Filter] Programming Language : R [Filter] Topic : Finance [Filter]	Activity Percentile: 0.00 Registered: 2009-07-22 17:50