R package TTR: Technical Trading Rules: Functions and data to construct technical trading rules with R.
Keywords for this software
References in zbMATH (referenced in 7 articles )
Showing results 1 to 7 of 7.
- Knoll, Julian; Stübinger, Johannes; Grottke, Michael: Exploiting social media with higher-order factorization machines: statistical arbitrage on high-frequency data of the S&P 500 (2019)
- Mair, Patrick: Modern psychometrics with R (2018)
- Stübinger, Johannes; Endres, Sylvia: Pairs trading with a mean-reverting jump-diffusion model on high-frequency data (2018)
- Stübinger, Johannes; Mangold, Benedikt; Krauss, Christopher: Statistical arbitrage with vine copulas (2018)
- Krauss, Christopher; Do, Xuan Anh; Huck, Nicolas: Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S&P 500 (2017)
- Arratia, Argimiro: Computational finance. An introductory course with R (2014)
- Tsay, Ruey S.: An introduction to analysis of financial data with R. (2013)