Joshua Ulrich

Results 6 repositories owned by Joshua Ulrich

quantmod

791
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219
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Quantitative Financial Modelling Framework

TTR

321
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104
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Technical analysis and other functions to construct technical trading rules with R

xts

218
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70
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Extensible time series class that provides uniform handling of many R time series classes by extending zoo.

IBrokers

62
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54
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R API to Interactive Brokers Trader Workstation

lspm

19
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17
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R implementation of Ralph Vince's Leverage Space Portfolio Model

microbenchmark

89
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24
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Infrastructure to accurately measure and compare the execution time of R expressions