R Finance packages not listed in the Empirical Finance Task View
ACDm: Tools for Autoregressive Conditional Duration Models
apt: Asymmetric Price Transmission
AssetAllocation: Backtesting Simple Asset Allocation Strategies
ASV: Stochastic Volatility Models with or without Leverage
backtestGraphics: Interactive Graphics for Portfolio Data
bbk: Client for the Bundesbank API
BEKKs: Multivariate Conditional Volatility Modelling and Forecasting
bidask: Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
BIS: Programmatic Access to Bank for International Settlements Data
BISdata: Download Data from the Bank for International Settlements (BIS)
bolsec: Bolivian Securities
BondValuation: Fixed Coupon Bond Valuation Allowing for Odd Coupon Periods and Various Day Count Conventions
charlesschwabapi: Wrapper Functions Around 'Charles Schwab Individual Trader API'
CLA: Critical Line Algorithm in Pure R
corpmetrics: Tools for Valuation, Financial Metrics and Modeling in Corporate Finance
creditr: Credit Default Swaps
CreditRisk: Evaluation of Credit Risk with Structural and Reduced Form Models
crypto2: Download Crypto Currency Data from 'CoinMarketCap' without 'API'
czechrates: Czech Interest & Foreign Exchange Rates
dataonderivatives: Easily Source Publicly Available Data on Derivatives
dispositionEffect: Analysis of Disposition Effect on Financial Portfolios
ecd: Elliptic Lambda Distribution and Option Pricing Model
edgar: Tool for the U.S. SEC EDGAR Retrieval and Parsing of Corporate Filings
edgarWebR: SEC Filings Access
eodhdR2: Official R API for Fetching Data from 'EODHD'
esback: Expected Shortfall Backtesting
etrm: Energy Trading and Risk Management
Euronext: Retrieve Historical Data of Companies Listed on the 'Euronext' Stock Exchange
farr: Data and Code for Financial Accounting Research
fcl: A financial calculator that provides very fast implementations of common financial indicators using 'Rust' code
FER: Financial Engineering in R
FFdownload: Download Data from Kenneth French's Website
ffp: Fully Flexible Probabilities for Stress Testing and Portfolio Construction
fHMM: Fitting Hidden Markov Models to Financial Data
FinAna: Financial Analysis and Regression Diagnostic Analysis
FinancialInstrument: Financial Instrument Model Infrastructure and Meta-Data
FinCal: Time Value of Money, Time Series Analysis and Computational Finance
FinCovRegularization: Covariance Matrix Estimation and Regularization for Finance
fingraph: Learning Graphs for Financial Markets
FinNet: Quickly Build and Manipulate Financial Networks
finnts: Microsoft Finance Time Series Forecasting Framework
FinTS: Companion to Tsay (2005) Analysis of Financial Time Series
fitHeavyTail: Mean and Covariance Matrix Estimation under Heavy Tails
fixedincome: Fixed Income Models, Calculations, Data Structures and Instruments
fmbasics: Financial Market Building Blocks
fmpapi: Flexible Client for the 'Financial Modeling Prep' API
frenchdata: Download Data Sets from Kenneth's French Finance Data Library Site
GARCHIto: Provides functions to estimate model parameters and forecast future volatilities using the Unified GARCH-Ito and Realized GARCH-Ito models
GARCHSK: Estimating a GARCHSK Model and GJRSK Model (time-varying skewness and kurtosis)
GBcurves: Yield Curves of Brazil, China, and Russia
GDPuc: Easily Convert GDP Data
generalCorr: Generalized Correlations, Causal Paths and Portfolio Selection
GetDFPData: Reading Annual Financial Reports from Bovespa's DFP, FRE and FCA System
GetDFPData2: Reading Annual and Quarterly Financial Reports from B3
GOLDprice: Gold Price Data in Various Currencies
greeks: Sensitivities of Prices of Financial Options
HDShOP: High-Dimensional Shrinkage Optimal Portfolios
HierPortfolios: Hierarchical Clustering-Based Portfolio Allocation Strategies
highOrderPortfolios: Design of High-Order Portfolios Including Skewness and Kurtosis
iClick: Button-Based GUI for Financial and Economic Data Analysis
imf.data: Interface to IMF (International Monetary Fund) Data JSON API
imputeFin: Imputation of Financial Time Series with Missing Values and/or Outliers
IndGenErrors: Tests of Independence Between Innovations of Generalized Error Models. Computation of test statistics of independence between (continuous) innovations of time series. They can be used with stochastic volatility models and Hidden Markov Models (HMM).
INFOSET: Computing a New Informative Distribution Set of Asset Returns
insiderTrades: Tools to Download Insider Transactions and Holdings
intradayModel: Modeling and Forecasting Financial Intraday Signals
invgamstochvol: Obtains the Log Likelihood for an Inverse Gamma Stochastic Volatility Model
intrinsicFRP: Factor Model Asset Pricing
JFE: Tools and GUI for Analyzing Time Series Data of Just Finance and Econometrics
jubilee: Forecasting Long-Term Growth of the U.S. Stock Market and Business Cycles
kisopenapi: Korea Investment & Securities (KIS) Open Trading API
KrakenR: Comprehensive R Interface for Accessing Kraken Cryptocurrency Exchange REST API
lazytrade: Learn Computer and Data Science using Algorithmic Trading
lcyanalysis: Stock Data Analysis Functions
LifeInsuranceContracts: Framework for Traditional Life Insurance Contracts
Jdmbs: Monte Carlo Option Pricing Algorithms for Jump Diffusion Models with Correlational Companies
JFE: Tools and GUI for Analyzing Time Series Data of Just Finance and Econometrics
jrvFinance: Basic Finance; NPV/IRR/Annuities/Bond-Pricing; Black Scholes
JumpTest: Financial Jump Detection
ldhmm: Hidden Markov Model for Financial Time-Series Based on Lambda Distribution
macrocol: Colombian Macro-Financial Time Series Generator
mfGARCH: Mixed-Frequency GARCH Models
moexer: Interact with Moscow Exchange Informational and Statistical Server ('ISS')
MTS: All-Purpose Toolkit for Analyzing Multivariate Time Series (MTS) and Estimating Multivariate Volatility Models
multiAssetOptions: Finite Difference Method for Multi-Asset Option Valuation
MultiATSM: Multicountry Term Structure of Interest Rates Models
nser: Bhavcopy and Live Market Data from National Stock Exchange(NSE) India of Equities and Derivatives(F&O)
optionstrat: Utilizes the Black-Scholes Option Pricing Model to Perform Strategic Option Analysis and Plot Option Strategies
pafdR: Book Companion for Processing and Analyzing Financial Data with R
pcalls: Pricing of Different Types of Call
pdfetch: Fetch Economic and Financial Time Series Data from Public Sources
PINstimation: Estimation of the Probability of Informed Trading
PMwR: Portfolio Management with R
portfolio: Analysing Equity Portfolios
PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios
portfolioBacktest: Automated Backtesting of Portfolios over Multiple Datasets
portsort: Factor-Based Portfolio Sorts
portvine: Vine Based (Un)Conditional Portfolio Risk Measure Estimation
priceR: Economics and Pricing Tools
PWEV: PSO Based Weighted Ensemble Algorithm for Volatility Modelling
QFRM: Pricing of Vanilla and Exotic Option Contracts
qmj: Quality Scores for the Russell 3000
quantdates: Manipulate Dates for Finance
quarks: Simple Methods for Calculating Value at Risk and Expected Shortfall
rb3: Download and Parse Public Data Released by B3 Exchange
RblDataLicense: R Interface to 'Bloomberg Data License'
REN: Regularization Ensemble for Robust Portfolio Optimization
RFinanceYJ: RFinanceYJ
rgdax: Wrapper for 'Coinbase Pro (erstwhile GDAX)' Cryptocurrency Exchange
Riex: IEX Stocks and Market Data
RobinHood: Interface for the RobinHood.com No Commission Investing Platform
RPEIF: Computation and Plots of Influence Functions for Risk and Performance Measures
RPESE: Estimates of Standard Errors for Risk and Performance Measures
rpredictit: Interface to the 'PredictIt' API
RTL: Risk Tool Library - Trading, Risk, Analytic for Commodities
rtsdata: R Time Series Intelligent Data Storage
rusquant: Quantitative Trading Framework
seasonalityPlot: Seasonality Variation Plots of Stock Prices and Cryptocurrencies
sentometrics: An Integrated Framework for Textual Sentiment Time Series Aggregation and Prediction
sharpeRratio: Moment-Free Estimation of Sharpe Ratios
simfinR: Import Financial Data from the 'SimFin' Project
SMFI5: R functions and data from Chapter 5 of 'Statistical Methods for Financial Engineering'
SmithWilsonYieldCurve: Smith-Wilson Yield Curve Construction
sparseIndexTracking: Design of Portfolio of Stocks to Track an Index
Spillover: Spillover/Connectedness Index Based on VAR Modelling
starvars: Vector Logistic Smooth Transition Models / Realized Covariances Construction
Strategy: Generic Framework to Analyze Trading Strategies
stressr: Fetch and plot financial stress index and component data
stockAnalyst: Equity Valuation using Methods of Fundamental Analysis
StockDistFit: Fit Stock Price Distributions
stocks: Stock Market Analysis
svines: fit and simulate from stationary vine copula models for time series. An associated paper uses the package to forecast returns of a portfolio of 20 stocks.
td: Access to the 'twelvedata' Financial Data API
tidyedgar: Tidy Fundamental Financial Data from 'SEC's 'EDGAR' 'API'
tidyfinance: Tidy Finance Helper Functions, with associated book
tsmarch: Multivariate ARCH Models
tqk: Get Financial Data in Korea
Trading: CCR, Entropy-Based Correlation Estimates & Dynamic Beta
treasury: US Treasury XML Feed Wrapper
treasuryTR: Generate Treasury Total Returns from Yield Data
tscopula: Time Series Copula Models
TSEtools: Manage Data from Stock Exchange Markets
tsgarch: Univariate GARCH Models
tvgarch: Time Varying GARCH Modelling
TwitterAutomatedTrading: Automated Trading Using Tweets
uncorbets: Uncorrelated Bets via Minimum Torsion Algorithm
valuer: Pricing of Variable Annuities
vamc: A Monte Carlo Valuation Framework for Variable Annuities
VaRES: Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions
ycevo: Nonparametric Estimation of the Yield Curve Evolution
yfR: Downloads and Organizes Financial Data from Yahoo Finance
YieldCurve: Modelling and Estimation of the Yield Curve