A bunch of downloaders and parsers for data delivered from B3
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Updated
Aug 14, 2024 - R
A bunch of downloaders and parsers for data delivered from B3
R package to download historical bhavcopy of Equities and F&O, get live market data, plot treemap of movement in securities
Access to Financial Data
Bringing financial analysis to the tidyverse
Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.
Cryptocurrency Data Analysis, see below for more details.
Econometric Analysis of Stocks
A Shinyapp to simulate ETF portfolios based on funds risk and return performance.
Self-service modeling analysis tool based on R language and big data. It integrates SparkR, Rserve, and Mlib machine learning libraries
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
I have created a R package to check for correlation between the Fear & Greed index and daily returns of different asset classes.
R interface to Brazilian Central Bank web services
This R script fetches financial data, such as stock prices, using the Alpha Vantage API. It provides a simple way to retrieve the latest close price for a given stock symbol.
R package for interacting with APEX Clearing's API.
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.
Trading Data Interface, a generic interface to collect trading data from multiple sources/API's.
Tidy Financial Statement Data in R. Via the Yahoo Finance API.
This is a Shiny web application that allows you to analyze stock data for Brazilian assets. The application retrieves data from Yahoo Finance and provides interactive charts for the selected asset.
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