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R Finance packages not listed in the Empirical Finance Task View

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R Finance Task View Supplement

R Finance packages not listed in the Empirical Finance Task View

ACDm: Tools for Autoregressive Conditional Duration Models

apt: Asymmetric Price Transmission

AssetAllocation: Backtesting Simple Asset Allocation Strategies

ASV: Stochastic Volatility Models with or without Leverage

backtestGraphics: Interactive Graphics for Portfolio Data

bbk: Client for the Bundesbank API

BEKKs: Multivariate Conditional Volatility Modelling and Forecasting

bidask: Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices

BISdata: Download Data from the Bank for International Settlements (BIS)

bolsec: Bolivian Securities

BondValuation: Fixed Coupon Bond Valuation Allowing for Odd Coupon Periods and Various Day Count Conventions

charlesschwabapi: Wrapper Functions Around 'Charles Schwab Individual Trader API'

CLA: Critical Line Algorithm in Pure R

corpmetrics: Tools for Valuation, Financial Metrics and Modeling in Corporate Finance

creditr: Credit Default Swaps

CreditRisk: Evaluation of Credit Risk with Structural and Reduced Form Models

crypto2: Download Crypto Currency Data from 'CoinMarketCap' without 'API'

czechrates: Czech Interest & Foreign Exchange Rates

dataonderivatives: Easily Source Publicly Available Data on Derivatives

dispositionEffect: Analysis of Disposition Effect on Financial Portfolios

ecd: Elliptic Lambda Distribution and Option Pricing Model

edgar: Tool for the U.S. SEC EDGAR Retrieval and Parsing of Corporate Filings

edgarWebR: SEC Filings Access

eodhdR2: Official R API for Fetching Data from 'EODHD'

esback: Expected Shortfall Backtesting

etrm: Energy Trading and Risk Management

Euronext: Retrieve Historical Data of Companies Listed on the 'Euronext' Stock Exchange

farr: Data and Code for Financial Accounting Research

fcl: A financial calculator that provides very fast implementations of common financial indicators using 'Rust' code

FER: Financial Engineering in R

FFdownload: Download Data from Kenneth French's Website

ffp: Fully Flexible Probabilities for Stress Testing and Portfolio Construction

fHMM: Fitting Hidden Markov Models to Financial Data

FinAna: Financial Analysis and Regression Diagnostic Analysis

FinancialInstrument: Financial Instrument Model Infrastructure and Meta-Data

FinCal: Time Value of Money, Time Series Analysis and Computational Finance

FinCovRegularization: Covariance Matrix Estimation and Regularization for Finance

fingraph: Learning Graphs for Financial Markets

FinNet: Quickly Build and Manipulate Financial Networks

finnts: Microsoft Finance Time Series Forecasting Framework

FinTS: Companion to Tsay (2005) Analysis of Financial Time Series

fitHeavyTail: Mean and Covariance Matrix Estimation under Heavy Tails

fixedincome: Fixed Income Models, Calculations, Data Structures and Instruments

fmbasics: Financial Market Building Blocks

fmpapi: Flexible Client for the 'Financial Modeling Prep' API

frenchdata: Download Data Sets from Kenneth's French Finance Data Library Site

GARCHIto: Provides functions to estimate model parameters and forecast future volatilities using the Unified GARCH-Ito and Realized GARCH-Ito models

GARCHSK: Estimating a GARCHSK Model and GJRSK Model (time-varying skewness and kurtosis)

GBcurves: Yield Curves of Brazil, China, and Russia

GDPuc: Easily Convert GDP Data

generalCorr: Generalized Correlations, Causal Paths and Portfolio Selection

GetDFPData: Reading Annual Financial Reports from Bovespa's DFP, FRE and FCA System

GetDFPData2: Reading Annual and Quarterly Financial Reports from B3

GOLDprice: Gold Price Data in Various Currencies

greeks: Sensitivities of Prices of Financial Options

HDShOP: High-Dimensional Shrinkage Optimal Portfolios

HierPortfolios: Hierarchical Clustering-Based Portfolio Allocation Strategies

highOrderPortfolios: Design of High-Order Portfolios Including Skewness and Kurtosis

iClick: Button-Based GUI for Financial and Economic Data Analysis

imf.data: Interface to IMF (International Monetary Fund) Data JSON API

imputeFin: Imputation of Financial Time Series with Missing Values and/or Outliers

INFOSET: Computing a New Informative Distribution Set of Asset Returns

insiderTrades: Tools to Download Insider Transactions and Holdings

intradayModel: Modeling and Forecasting Financial Intraday Signals

invgamstochvol: Obtains the Log Likelihood for an Inverse Gamma Stochastic Volatility Model

intrinsicFRP: Factor Model Asset Pricing

JFE: Tools and GUI for Analyzing Time Series Data of Just Finance and Econometrics

jubilee: Forecasting Long-Term Growth of the U.S. Stock Market and Business Cycles

kisopenapi: Korea Investment & Securities (KIS) Open Trading API

KrakenR: Comprehensive R Interface for Accessing Kraken Cryptocurrency Exchange REST API

lazytrade: Learn Computer and Data Science using Algorithmic Trading

lcyanalysis: Stock Data Analysis Functions

LifeInsuranceContracts: Framework for Traditional Life Insurance Contracts

Jdmbs: Monte Carlo Option Pricing Algorithms for Jump Diffusion Models with Correlational Companies

JFE: Tools and GUI for Analyzing Time Series Data of Just Finance and Econometrics

jrvFinance: Basic Finance; NPV/IRR/Annuities/Bond-Pricing; Black Scholes

JumpTest: Financial Jump Detection

ldhmm: Hidden Markov Model for Financial Time-Series Based on Lambda Distribution

macrocol: Colombian Macro-Financial Time Series Generator

mfGARCH: Mixed-Frequency GARCH Models

moexer: Interact with Moscow Exchange Informational and Statistical Server ('ISS')

MTS: All-Purpose Toolkit for Analyzing Multivariate Time Series (MTS) and Estimating Multivariate Volatility Models

multiAssetOptions: Finite Difference Method for Multi-Asset Option Valuation

MultiATSM: Multicountry Term Structure of Interest Rates Models

nser: Bhavcopy and Live Market Data from National Stock Exchange(NSE) India of Equities and Derivatives(F&O)

optionstrat: Utilizes the Black-Scholes Option Pricing Model to Perform Strategic Option Analysis and Plot Option Strategies

pafdR: Book Companion for Processing and Analyzing Financial Data with R

pcalls: Pricing of Different Types of Call

pdfetch: Fetch Economic and Financial Time Series Data from Public Sources

PINstimation: Estimation of the Probability of Informed Trading

PMwR: Portfolio Management with R

portfolio: Analysing Equity Portfolios

PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios

portfolioBacktest: Automated Backtesting of Portfolios over Multiple Datasets

portsort: Factor-Based Portfolio Sorts

portvine: Vine Based (Un)Conditional Portfolio Risk Measure Estimation

priceR: Economics and Pricing Tools

PWEV: PSO Based Weighted Ensemble Algorithm for Volatility Modelling

QFRM: Pricing of Vanilla and Exotic Option Contracts

quantdates: Manipulate Dates for Finance

quarks: Simple Methods for Calculating Value at Risk and Expected Shortfall

rb3: Download and Parse Public Data Released by B3 Exchange

RblDataLicense: R Interface to 'Bloomberg Data License'

REN: Regularization Ensemble for Robust Portfolio Optimization

RFinanceYJ: RFinanceYJ

rgdax: Wrapper for 'Coinbase Pro (erstwhile GDAX)' Cryptocurrency Exchange

Riex: IEX Stocks and Market Data

RobinHood: Interface for the RobinHood.com No Commission Investing Platform

RPEIF: Computation and Plots of Influence Functions for Risk and Performance Measures

RPESE: Estimates of Standard Errors for Risk and Performance Measures

rpredictit: Interface to the 'PredictIt' API

RTL: Risk Tool Library - Trading, Risk, Analytic for Commodities

rtsdata: R Time Series Intelligent Data Storage

rusquant: Quantitative Trading Framework

seasonalityPlot: Seasonality Variation Plots of Stock Prices and Cryptocurrencies

sentometrics: An Integrated Framework for Textual Sentiment Time Series Aggregation and Prediction

sharpeRratio: Moment-Free Estimation of Sharpe Ratios

simfinR: Import Financial Data from the 'SimFin' Project

SMFI5: R functions and data from Chapter 5 of 'Statistical Methods for Financial Engineering'

SmithWilsonYieldCurve: Smith-Wilson Yield Curve Construction

sparseIndexTracking: Design of Portfolio of Stocks to Track an Index

Spillover: Spillover/Connectedness Index Based on VAR Modelling

starvars: Vector Logistic Smooth Transition Models / Realized Covariances Construction

Strategy: Generic Framework to Analyze Trading Strategies

stressr: Fetch and plot financial stress index and component data

stockAnalyst: Equity Valuation using Methods of Fundamental Analysis

StockDistFit: Fit Stock Price Distributions

stocks: Stock Market Analysis

td: Access to the 'twelvedata' Financial Data API

tidyedgar: Tidy Fundamental Financial Data from 'SEC's 'EDGAR' 'API'

tidyfinance: Tidy Finance Helper Functions, with associated book

tsmarch: Multivariate ARCH Models

tqk: Get Financial Data in Korea

Trading: CCR, Entropy-Based Correlation Estimates & Dynamic Beta

treasury: US Treasury XML Feed Wrapper

treasuryTR: Generate Treasury Total Returns from Yield Data

tscopula: Time Series Copula Models

TSEtools: Manage Data from Stock Exchange Markets

tsgarch: Univariate GARCH Models

tvgarch: Time Varying GARCH Modelling

TwitterAutomatedTrading: Automated Trading Using Tweets

uncorbets: Uncorrelated Bets via Minimum Torsion Algorithm

valuer: Pricing of Variable Annuities

vamc: A Monte Carlo Valuation Framework for Variable Annuities

VaRES: Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions

ycevo: Nonparametric Estimation of the Yield Curve Evolution

yfR: Downloads and Organizes Financial Data from Yahoo Finance

YieldCurve: Modelling and Estimation of the Yield Curve