Quantitative Financial Modelling Framework

Technical analysis and other functions to construct technical trading rules with R

Microsoft Finance Time Series Forecasting Framework (FinnTS) is a forecasting package that utilizes cutting-edge time series forecasting and parallelization on the cloud to produce accurate forecasts for financial data.

R Package for Interactive Panel Data Exploration

R package - Financial Data from U.S. Securities and Exchange Commission

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

El objetivo de este repositorio es brindar un apoyo a la comunidad interesada en mejorar sus técnicas en el lenguaje de programación R o emprenderlo desde un punto de vista muy aplicado. Un repositorio con códigos de R para aplicaciones actuariales: probabilidad, estadística, riesgo y finanzas.

MSGARCH R Package

A bunch of downloaders and parsers for data delivered from B3

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.

Economics and Pricing in R

CRAN Task View: Empirical Finance

Fixed income tools for R

Official version of rusquant package for R

Black Scholes formula and greeks

Quantitative Momentum - Investment Strategy inspired by Wesley Gray and Jack Vogel

R package AssetAllocation

An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies

R package for commodities and finance analytics. Sister python package details below.