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: about 2 years ago
Linked from 1 awesome list
Related projects:
| Repository | Description | Stars |
|---|---|---|
| | A package of econometric functions for analyzing financial performance and risk | 211 |
| | Provides an R implementation of tools and techniques used in finance quantitative analysis | 30 |
| | A collection of software libraries and tools for quantitative finance and research. | 467 |
| | An open-source platform for quantitative strategy research and development | 620 |
| | A comprehensive R package for time series analysis and forecasting with an emphasis on ease of use and extensive feature set. | 615 |
| | A fast and extensible Python library for backtesting quantitative strategies. | 364 |
| | A comprehensive project providing various tools and techniques for analyzing financial data and developing trading strategies | 1,701 |
| | An analytics package for financial data and quantitative investment strategies | 198 |
| | A collection of notebooks and blogs on quantitative finance and trading strategies, including machine learning, deep reinforcement learning, and backtesting. | 2,157 |
| | Toolset for systematic trading strategy development and backtesting in Julia | 162 |
| | A backtesting and trading engine for algorithmic traders, designed to facilitate rapid experimentation and research iteration. | 206 |
| | Provides R interface to QuantLib library for quantitative finance analysis | 121 |
| | A repository providing examples and tools for developing and backtesting algorithmic trading strategies in Python. | 76 |
| | A high-performance, GPU-accelerated library for building quantitative trading strategies using factor analysis and backtesting | 655 |
| | Provides tools and methods for analyzing and optimizing portfolio construction and risk management | 67 |