blotter
Trading framework
A package providing infrastructure for building trading systems and simulations by defining transactions, portfolios, and accounts across multiple assets and currencies.
blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Actively maintained and developed.
114 stars
22 watching
51 forks
Language: R
last commit: about 1 month ago
Linked from 1 awesome list
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