Econometrics-on-Stock-Data
TTR
Our great sponsors
| Econometrics-on-Stock-Data | TTR | |
|---|---|---|
| 1 | 1 | |
| 1 | 321 | |
| - | - | |
| 0.0 | 6.9 | |
| about 1 year ago | 3 months ago | |
| R | R | |
| - | GNU General Public License v3.0 only |
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.
Econometrics-on-Stock-Data
-
Error whilst saving plot to html widget
I am using the code from https://github.com/IgorWounds/Econometrics-on-Stock-Data I am unable to save the plot to a html file.
TTR
-
Wrong Adjusted Closing Price from Yahoo Finance?
Again, was just loose code for the idea and I couldn’t get the code to format in code blocks this morning, but for a more in depth look, I recommend Mr. Josh Ulrich’s script. Remember that C is indexing at 0 while my example showed 1 indexing with R.
What are some alternatives?
quantmod - Quantitative Financial Modelling Framework
tidyquant - Bringing financial analysis to the tidyverse
R-fixedincome - Fixed income tools for R
fastverse - An Extensible Suite of High-Performance and Low-Dependency Packages for Statistical Computing and Data Manipulation in R
AutoTrader - A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.
copent - R package for estimating copula entropy (mutual information), transfer entropy (conditional mutual information), and the statistic for multivariate normality test and two-sample test
Stock.Indicators - Stock Indicators for .NET is a C# NuGet package that transforms raw equity, commodity, forex, or cryptocurrency financial market price quotes into technical indicators and trading insights. You'll need this essential data in the investment tools that you're building for algorithmic trading, technical analysis, machine learning, or visual charting.
modeltime.ensemble - Time Series Ensemble Forecasting
Algo-Trading - This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some of the topics explored include: machine learning, high frequency trading, NLP, technical analysis and more. Hope you enjoy it!
Valuation-Models - Valuing each of the Dow 30 companies, pricing the Dow based off the estimates.