Bringing financial analysis to the tidyverse
-
Updated
Sep 2, 2024 - R
Bringing financial analysis to the tidyverse
R package - Financial Data from U.S. Securities and Exchange Commission
R interface to Brazilian Central Bank web services
A bunch of downloaders and parsers for data delivered from B3
A lightweight R interface to the Alpha Vantage API
Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.
This depository uses SEC EDGAR data in Schedule 13D and Schedule 13G data to find all positions above 5% in all US stocks between 1994 and 2018.
Tidy Financial Statement Data in R. Via the Yahoo Finance API.
Covariance Matrix Estimation via Factor Models
Imputation of Financial Time Series with Missing Values and/or Outliers
Repository for CRAN package BatchGetSymbols
Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy high frequency data
R Code to accompany "A Note on Efficient Fitting of Stochastic Volatility Models"
R package to download historical bhavcopy of Equities and F&O, get live market data, plot treemap of movement in securities
Casabourse is an R package that provides real-time data from the Casablanca stock exchange. The objective is to facilitate access to data for all users of the R programming language. This package includes a variety of data accessible just by function call.
An R Package for the Financial Modeling Prep Financial Data API
R package for connecting to Bank of Thailand API
Add a description, image, and links to the financial-data topic page so that developers can more easily learn about it.
To associate your repository with the financial-data topic, visit your repo's landing page and select "manage topics."