quantstrat
Strategy toolkit
A package that provides an infrastructure to model and backtest signal-based quantitative strategies using R
289 stars
41 watching
115 forks
Language: R
last commit: over 1 year ago
Linked from 1 awesome list
wilsonfreitas/awesome-quantRelated projects:
| Repository | Description | Stars |
|---|---|---|
| braverock/performanceanalytics | A package of econometric functions for analyzing financial performance and risk | 211 |
 artyyouth/r-quant | Provides an R implementation of tools and techniques used in finance quantitative analysis | 30 |
 quantsoftware/quantsoftwaretoolkit | A collection of software libraries and tools for quantitative finance and research. | 467 |
 quantos-org/jaqs | An open-source platform for quantitative strategy research and development | 620 |
 business-science/timetk | A comprehensive R package for time series analysis and forecasting with an emphasis on ease of use and extensive feature set. | 615 |
 abbass2/pyqstrat | A fast and extensible Python library for backtesting quantitative strategies. | 364 |
 lastancientone/stock_analysis_for_quant | A comprehensive project providing various tools and techniques for analyzing financial data and developing trading strategies | 1,701 |
 artursepp/quantinveststrats | An analytics package for financial data and quantitative investment strategies | 198 |
 letianzj/quantresearch | A collection of notebooks and blogs on quantitative finance and trading strategies, including machine learning, deep reinforcement learning, and backtesting. | 2,157 |
 dysonance/strategems.jl | Toolset for systematic trading strategy development and backtesting in Julia | 162 |
 quantrocket-llc/moonshot | A backtesting and trading engine for algorithmic traders, designed to facilitate rapid experimentation and research iteration. | 206 |
 eddelbuettel/rquantlib | Provides R interface to QuantLib library for quantitative finance analysis | 121 |
 tradingstrategy-ai/getting-started | A repository providing examples and tools for developing and backtesting algorithmic trading strategies in Python. | 76 |
 heerozh/spectre | A high-performance, GPU-accelerated library for building quantitative trading strategies using factor analysis and backtesting | 655 |
| braverock/factoranalytics | Provides tools and methods for analyzing and optimizing portfolio construction and risk management | 67 |