Showing 4 of total 4 results (show query)
shikokuchuo
ichimoku:Visualization and Tools for Ichimoku Kinko Hyo Strategies
An implementation of 'Ichimoku Kinko Hyo', also commonly known as 'cloud charts'. Static and interactive visualizations with tools for creating, backtesting and development of quantitative 'ichimoku' strategies. As described in Sasaki (1996, ISBN:4925152009), the technique is a refinement on candlestick charting, originating from Japan and now in widespread use in technical analysis worldwide. Translating as 'one-glance equilibrium chart', it allows the price action and market structure of financial securities to be determined 'at-a-glance'. Incorporates an interface with the OANDA fxTrade API <https://developer.oanda.com/> for retrieving historical and live streaming price data for major currencies, metals, commodities, government bonds and stock indices.
Maintained by Charlie Gao. Last updated 14 days ago.
ichimokuichimoku-cloudoandaquantitative-finance
31 stars 7.73 score 34 scripts
arbuzovv
rusquant:Quantitative Trading Framework
Collection of functions to retrieve financial data from various sources, including brokerage and exchange platforms, financial websites, and data providers. Includes functions to retrieve account information, portfolio information, and place/cancel orders from different brokers. Additionally, allows users to download historical data such as earnings, dividends, stock splits.
Maintained by Vyacheslav Arbuzov. Last updated 10 months ago.
cryptocurrencydata-sciencedatasciencedatascrapingdatasetdatasourcedividendsearningsfinamfinanceinvestinginvesting-apiipoquantquantitative-financesplitsstockstrading
46 stars 5.51 score 47 scripts
quantilma
quantdates:Manipulate Dates for Finance
Functions to manipulate dates and count days for quantitative finance analysis. The 'quantdates' package considers leap, holidays and business days for relevant calendars in a financial context to simplify quantitative finance calculations, consistent with International Swaps and Derivatives Association (ISDA) (2006) <https://www.isda.org/book/2006-isda-definitions/> regulations.
Maintained by Juan Pablo Bermudez. Last updated 9 months ago.
datesfinancequantitative-finance
2 stars 4.78 score 3 scripts 1 dependents
pyfe
FER:Financial Engineering in R
R implementations of standard financial engineering codes; vanilla option pricing models such as Black-Scholes, Bachelier, CEV, and SABR.
Maintained by Jaehyuk Choi. Last updated 4 years ago.
bachelierblack-scholesderivativesfinancial-engineeringmathematical-financeoption-pricingquantitative-finance
12 stars 4.76 score 12 scripts