• Stars
    star
    116
  • Rank 303,894 (Top 6 %)
  • Language
    R
  • Created over 10 years ago
  • Updated over 2 years ago

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Repository Details

Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.

IKTrading

Ilya Kipnis's collection of quantitative trading and computational investing functions. Also includes demos of publicly-released ideas such as Flexible Asset Allocation and SeekingAlpha strategies.