Showing 4 of total 4 results (show query)
braverock
PerformanceAnalytics:Econometric Tools for Performance and Risk Analysis
Collection of econometric functions for performance and risk analysis. In addition to standard risk and performance metrics, this package aims to aid practitioners and researchers in utilizing the latest research in analysis of non-normal return streams. In general, it is most tested on return (rather than price) data on a regular scale, but most functions will work with irregular return data as well, and increasing numbers of functions will work with P&L or price data where possible.
Maintained by Brian G. Peterson. Last updated 3 months ago.
59.0 match 222 stars 15.93 score 4.8k scripts 20 dependents
business-science
tidyquant:Tidy Quantitative Financial Analysis
Bringing business and financial analysis to the 'tidyverse'. The 'tidyquant' package provides a convenient wrapper to various 'xts', 'zoo', 'quantmod', 'TTR' and 'PerformanceAnalytics' package functions and returns the objects in the tidy 'tibble' format. The main advantage is being able to use quantitative functions with the 'tidyverse' functions including 'purrr', 'dplyr', 'tidyr', 'ggplot2', 'lubridate', etc. See the 'tidyquant' website for more information, documentation and examples.
Maintained by Matt Dancho. Last updated 1 months ago.
dplyrfinancial-analysisfinancial-datafinancial-statementsmultiple-stocksperformance-analysisperformanceanalyticsquantmodstockstock-exchangesstock-indexesstock-listsstock-performancestock-pricesstock-symboltidyversetime-seriestimeseriesxts
12.0 match 872 stars 13.34 score 5.2k scripts
nicktz
rmsfuns:Quickly View Data Frames in 'Excel', Build Folder Paths and Create Date Vectors
Contains several useful navigation helper functions, including easily building folder paths, quick viewing dataframes in 'Excel', creating date vectors and changing the console prompt to reflect time.
Maintained by Nico Katzke. Last updated 5 years ago.
1.3 match 1 stars 3.59 score 39 scripts
shichenxie
pedquant:Public Economic Data and Quantitative Analysis
Provides an interface to access public economic and financial data for economic research and quantitative analysis. The data sources including NBS, FRED, Sina, Eastmoney and etc. It also provides quantitative functions for trading strategies based on the 'data.table', 'TTR', 'PerformanceAnalytics' and etc packages.
Maintained by Shichen Xie. Last updated 2 days ago.
0.5 match 59 stars 5.70 score 34 scripts