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Econometrics-on-Stock-Data
TTR | Econometrics-on-Stock-Data | |
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1 | 1 | |
320 | 3 | |
- | - | |
6.9 | 2.4 | |
3 months ago | 3 months ago | |
R | R | |
GNU General Public License v3.0 only | MIT License |
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TTR
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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.
Econometrics-on-Stock-Data
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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.
What are some alternatives?
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tidyquant - Bringing financial analysis to the tidyverse
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fastverse - An Extensible Suite of High-Performance and Low-Dependency Packages for Statistical Computing and Data Manipulation in R
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.
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
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!
modeltime.ensemble - Time Series Ensemble Forecasting
Valuation-Models - Valuing each of the Dow 30 companies, pricing the Dow based off the estimates.