wadewuma Goto Github PK

empirical-finance-gmm

R code for Empirical Finance taught by Prof Tom Smith

financial_r

Finance data analysis in R

finreportr

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

flipsider

Scripts for working with data from Google Finance

fmbasics

Financial Market Building Blocks

fmdates

Financial Market Date Calculations

gquote

R package for intraday market data download from Google or Yahoo Finance

hybrid_arima_svm

a stock prediction system

idx_stock_prices

IDX stock prices from Yahoo! Finance using R

indexticker

An R package for downloading stock index constituents.

intermediate-r-for-finance

Intermediate R for Finance

misc-finance

Various scripts in R for financial analysis

mlrfinance

Machine Learning functions for Finance

momentum-strategy

Quantitative Momentum - Investment Strategy inspired by Wesley Gray and Jack Vogel

quantfinance

Quantitative finance work using R

quantitative-finance

R functions that I use on a daily basis to analyze intraday stock price movements

quantitative-finance-with-r

Quantitative Finance with R, published by Packt

r

a collection of R projects, mostly relating to finance

r-in-finance

This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), and other active portfolio management strategies. The course implements volatility and price forecasting models, asset pricing and factor models, and portfolio optimization. The course applies machine learning techniques, such as backtesting (cross-validation) and parameter regularization (shrinkage).

r_financial_scraper

Easy to use financial scraper written in R; uses the quantmod package to pull financial statements from Google Finance.

rfinancedemos

Demo code for quantstrat, quantmod, TTR and other R/Finance tools

sec13f.es

sec13f.es R package. Obtain massive 13f filings data from EDGAR and store it in a mongo database

simple-stock-predictor-xgboost-knn-

Stock prediction using xgboost and knn classification done in R

sit

Systematic Investor Toolkit

stock-prediction

This project is experimental effort to show predictions of various different stocks using various different prediction techniques and is written is R language.

stock_cn

Chinese stock

stock_us

stockmarketprediction

Stock Market Prediction using Machine Learning done as a final year university project. It uses LSSVR to train the model and is programmed in R

tsb_personal_finance

R script to visualise and monitor personal finances

ttr

Technical analysis and other functions to construct technical trading rules with R