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PMwR
Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.NMOF
Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). This repository mirrors https://gitlab.com/NMOF/NMOF .tsdb
A terribly-simple data base for time seriestextutils
R utilities for handling strings and textIButils
R utility functions for the IBrokers packageorgutils
R utilities for working with Org filesSSRN
Download download statistics. (Not a double-word.)datetimeutils
R utilities for working with dates and timesicalutils
R utilities for reading and writing icalendar filesbundesbank
R scripts for downloading time-series data from the Bundesbank (German central bank)mailtools
R utilities for handling emailplotseries
Time-series plotBISdata
Download datasets from BIS https://www.bis.org/pacificFX
R function for downloading historical FX data from 'Pacific Exchange Rate Service'neighbours
Neighbourhood Functions for Local-Search Algorithmsesutils
CRSPutils
Utilities for Working with CRSP Data FilesSNBdata
Download datasets from the SNB https://www.snb.chLove Open Source and this site? Check out how you can help us