Code accompanying the book "Machine Learning for Hackers"

Rmd source files for the HarvardX series PH525x

Bringing financial analysis to the tidyverse

Time series analysis in the `tidyverse`

String distance functions for R

Microsoft Finance Time Series Forecasting Framework (FinnTS) is a forecasting package that utilizes cutting-edge time series forecasting and parallelization on the cloud to produce accurate forecas…

An Investment Management toolkit for R. Because Excel is a threat to the global financial system.

The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. …

Run R containers on AWS Lambda

R package - Financial Data from U.S. Securities and Exchange Commission

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

MSGARCH R Package

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 repo…

An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies

Code to manage data related to SEC filings on EDGAR.

An implementation on R of the EWMA filter for volatility by RiskMetrics™ (JPMorgan & Reuters 1996)

Amazon Simple Notification Service (SNS) API Client