2. 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]
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.
6. 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
10. 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.
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.
17. 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?).