R finance guide - Algotrading101
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Updated
Feb 18, 2024 - R
R finance guide - Algotrading101
Shiny app deployed on shinyapps.io and embedded in an R package for easy install where I explore the cointegrating relationship among LIBOR interbank rates
An R package to implement VEC models
Pairs Trading screening with cointegration in R
Applying Kejriwal and Perron test which is implemented in the R `strucchange` package to find cointegration breakpoints
Current repository depicts R usability for time series modeling. Number of scripts represents preprocessing time series, modeling AR, MA, ARIMA with seasonality, ARCH, GARCH, VAR, VECM including statistical testing process and robust check.
This repository contains an RMarkdown file that performs an econometric analysis of soybean prices using various statistical methods, including cointegration tests, ECM, and GARCH models.
La relación a largo plazo y la causalidad entre las exportacioens mineras, la producción industrial y el crecimiento económico en Perú: Un estudio de caso utilizando un modelo VEC
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